+3.0%
SSPC vs TLN
-10.0%
+13.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.1% | -24.4% | -11.6% |
| 7D | -4.7% | -1.3% | -3.4% | -2.6% |
| 30D | +36.7% | -10.5% | +47.2% | +34.2% |
| 3M | -49.4% | +0.1% | -49.5% | -45.6% |
| All | +3.0% | -10.0% | +13.0% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling