+299.5%
SPOT vs TLN
+678.8%
-379.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | +14.6% | -4.6% | +19.2% | +14.8% |
| 3M | +18.4% | +5.2% | +13.2% | +17.0% |
| 6M | +45.1% | -6.5% | +51.6% | +44.6% |
| YTD | +4.4% | -3.6% | +8.0% | +2.4% |
| 1Y | -2.7% | -8.2% | +5.6% | -3.9% |
| 3Y | +254.6% | +559.7% | -305.1% | +136.9% |
| All | +299.5% | +678.8% | -379.3% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling