+319.5%
SN vs TLN
+479.0%
-159.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.9% |
| 7D | -9.3% | +7.1% | -16.4% | -10.7% |
| 30D | -4.8% | -3.9% | -0.9% | -4.2% |
| 3M | +40.4% | -16.2% | +56.6% | +44.3% |
| 6M | +50.9% | -5.8% | +56.8% | +49.7% |
| YTD | +54.9% | -15.4% | +70.4% | +56.5% |
| 1Y | +43.0% | -16.7% | +59.7% | +43.5% |
| 3Y | +391.8% | +473.8% | -81.9% | +268.7% |
| All | +319.5% | +479.0% | -159.5% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling