+85.6%
SPY vs TLN
+589.3%
-503.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.4% | +5.8% | -6.2% | -1.1% |
| 30D | -1.4% | -6.9% | +5.5% | -0.6% |
| 3M | +3.7% | -10.9% | +14.6% | +4.7% |
| 6M | +13.0% | -4.6% | +17.6% | +12.5% |
| YTD | +12.4% | -14.7% | +27.1% | +13.0% |
| 1Y | +18.5% | -17.9% | +36.4% | +19.4% |
| 3Y | +77.6% | +483.9% | -406.2% | +36.1% |
| All | +85.6% | +589.3% | -503.7% | +41.7% |
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