+52.3%
SO vs TLN
+599.9%
-547.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.4% |
| 7D | -0.9% | +22.3% | -23.2% | -0.5% |
| 30D | +4.9% | +1.2% | +3.8% | +5.1% |
| 3M | +0.8% | +5.9% | -5.1% | +0.9% |
| 6M | +0.6% | +3.2% | -2.6% | +0.8% |
| YTD | +8.7% | +3.2% | +5.5% | +9.0% |
| 1Y | +4.0% | +5.2% | -1.3% | +4.4% |
| All | +52.3% | +599.9% | -547.6% | +56.1% |
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 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