-71.5%
TE vs TLN
+716.6%
-788.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +0.7% |
| 7D | -22.0% | +15.9% | -37.9% | -27.1% |
| 30D | -33.6% | -0.3% | -33.4% | -33.6% |
| 3M | -61.1% | +5.8% | -66.9% | -62.4% |
| 6M | -64.7% | -1.2% | -63.5% | -64.4% |
| YTD | -68.1% | +1.0% | -69.1% | -68.7% |
| 1Y | -51.7% | +1.1% | -52.8% | -52.7% |
| 3Y | +42.0% | +591.7% | -549.7% | -42.9% |
| All | -71.5% | +716.6% | -788.1% | -87.4% |
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