+31.1%
SOLS vs TLN
-22.5%
+53.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +3.7% | +5.8% | -2.1% | +2.2% |
| 30D | +5.0% | -6.9% | +11.9% | +6.9% |
| 3M | -21.1% | -10.9% | -10.2% | -19.1% |
| 6M | -14.2% | -4.6% | -9.6% | -14.0% |
| YTD | +30.6% | -14.7% | +45.4% | +31.9% |
| All | +31.1% | -22.5% | +53.6% | +31.6% |
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