+450.0%
SN vs TLN
+580.6%
-130.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.4% |
| 7D | +1.5% | +11.0% | -9.5% | -0.7% |
| 30D | +21.5% | +4.9% | +16.6% | +19.7% |
| 3M | +20.0% | +4.9% | +15.1% | +17.5% |
| 6M | +119.9% | +7.1% | +112.8% | +111.4% |
| YTD | +102.3% | +0.3% | +102.0% | +95.0% |
| 1Y | +148.0% | +5.9% | +142.1% | +134.7% |
| 3Y | +450.0% | +578.5% | -128.5% | +193.6% |
| All | +450.0% | +580.6% | -130.6% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling