+97.1%
T vs TLN
+589.3%
-492.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.8% |
| 7D | -3.1% | +5.8% | -8.9% | -2.9% |
| 30D | +4.6% | -6.9% | +11.4% | +4.3% |
| 3M | +12.2% | -10.9% | +23.1% | +11.8% |
| 6M | -6.5% | -4.6% | -1.8% | -6.3% |
| YTD | +4.9% | -14.7% | +19.6% | +4.8% |
| 1Y | -10.5% | -17.9% | +7.4% | -10.6% |
| 3Y | +104.6% | +483.9% | -379.3% | +100.0% |
| All | +97.1% | +589.3% | -492.2% | +94.3% |
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 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