-34.3%
TE vs TLN
+589.3%
-623.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.1% |
| 7D | +15.0% | +5.8% | +9.1% | +12.2% |
| 30D | -7.5% | -6.9% | -0.7% | -4.7% |
| 3M | -42.0% | -10.9% | -31.1% | -38.3% |
| 6M | -31.4% | -4.6% | -26.8% | -28.9% |
| YTD | -26.5% | -14.7% | -11.8% | -21.7% |
| 1Y | +153.1% | -17.9% | +171.0% | +170.0% |
| 3Y | -20.7% | +483.9% | -504.6% | -64.9% |
| All | -34.3% | +589.3% | -623.6% | -68.5% |
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 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