-9.3%
SSPC vs TLN
-3.5%
-5.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +7.2% | -19.1% | -5.8% |
| 7D | -13.9% | +9.1% | -23.0% | -4.0% |
| 30D | +14.3% | -4.1% | +18.4% | +19.5% |
| 3M | -35.2% | +4.4% | -39.6% | -27.4% |
| All | -9.3% | -3.5% | -5.8% | +2.8% |
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 · Available span rolling