+146.2%
SN vs TLN
-1.4%
+147.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.3% |
| 7D | +3.5% | +15.9% | -12.4% | +1.9% |
| 30D | +19.4% | -0.3% | +19.7% | +19.3% |
| 3M | +20.9% | +5.8% | +15.1% | +19.7% |
| 6M | +111.1% | -1.2% | +112.4% | +109.3% |
| YTD | +102.8% | +1.0% | +101.8% | +97.5% |
| 1Y | +146.2% | +1.1% | +145.1% | +140.1% |
| All | +146.2% | -1.4% | +147.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling