+439.5%
SN vs TLN
+518.5%
-79.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +1.3% |
| 7D | +7.2% | -1.3% | +8.5% | +7.1% |
| 30D | +20.4% | -10.5% | +30.9% | +22.5% |
| 3M | +23.9% | +0.1% | +23.8% | +22.4% |
| 6M | +93.0% | -17.4% | +110.4% | +97.3% |
| YTD | +99.2% | -9.7% | +108.9% | +96.5% |
| 1Y | +142.6% | -12.3% | +154.9% | +140.2% |
| 3Y | +398.8% | +528.3% | -129.5% | +275.0% |
| All | +439.5% | +518.5% | -79.1% | +303.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling