-48.8%
TE vs TLN
+3.1%
-51.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.1% | -9.6% | -8.9% |
| 7D | -13.6% | +22.3% | -35.9% | -24.7% |
| 30D | -37.7% | +1.2% | -38.8% | -38.4% |
| 3M | -59.8% | +5.9% | -65.7% | -61.8% |
| 6M | -66.3% | +3.2% | -69.5% | -67.4% |
| YTD | -70.5% | +3.2% | -73.7% | -72.6% |
| 1Y | -48.8% | +5.2% | -54.0% | -53.1% |
| All | -48.8% | +3.1% | -51.9% | -53.1% |
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 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