+86.2%
SU vs TLN
-17.6%
+103.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.5% | +4.0% | -4.9% |
| 7D | -7.1% | -6.0% | -1.1% | -7.3% |
| 30D | +4.8% | -1.5% | +6.3% | +4.9% |
| 3M | +12.5% | -3.9% | +16.4% | +12.8% |
| 6M | +6.5% | -15.0% | +21.5% | +6.8% |
| YTD | +65.8% | -12.8% | +78.6% | +65.5% |
| 1Y | +86.2% | -17.3% | +103.5% | +87.5% |
| All | +86.2% | -17.6% | +103.8% | +87.5% |
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 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 · 6 months rolling