+43.6%
SO vs TLN
+602.5%
-558.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.1% |
| 7D | +1.0% | +10.9% | -9.9% | +1.3% |
| 30D | -3.2% | -6.3% | +3.1% | -3.3% |
| 3M | -1.7% | -10.7% | +9.0% | -1.9% |
| 6M | -7.2% | +1.6% | -8.8% | -6.9% |
| YTD | +4.6% | -13.1% | +17.7% | +4.5% |
| 1Y | +1.2% | -15.1% | +16.3% | +1.1% |
| 3Y | +45.3% | +495.0% | -449.7% | +51.1% |
| All | +43.6% | +602.5% | -558.9% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling