+87.5%
SPY vs TLN
+583.6%
-496.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -0.9% |
| 7D | +0.1% | +7.1% | -6.9% | -0.8% |
| 30D | +0.1% | -3.9% | +3.9% | +0.4% |
| 3M | +2.0% | -16.2% | +18.1% | +3.8% |
| 6M | +13.0% | -5.8% | +18.8% | +12.7% |
| YTD | +13.5% | -15.4% | +29.0% | +14.3% |
| 1Y | +20.0% | -16.7% | +36.6% | +20.6% |
| 3Y | +77.2% | +473.8% | -396.6% | +36.1% |
| All | +87.5% | +583.6% | -496.0% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling