-25.9%
SPOT vs TLN
-23.2%
-2.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.4% |
| 7D | -6.9% | +2.0% | -8.8% | -6.8% |
| 30D | +4.1% | -12.9% | +17.1% | +3.6% |
| 3M | +3.7% | -7.4% | +11.1% | +3.0% |
| 6M | -1.6% | -6.0% | +4.4% | -2.0% |
| YTD | -10.2% | -16.9% | +6.7% | -10.7% |
| 1Y | -25.9% | -22.6% | -3.3% | -28.3% |
| All | -25.9% | -23.2% | -2.7% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling