+144.9%
TE vs TLN
-23.2%
+168.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -5.2% |
| 7D | +0.9% | +2.0% | -1.1% | -0.1% |
| 30D | -16.3% | -12.9% | -3.3% | -9.1% |
| 3M | -40.8% | -7.4% | -33.3% | -36.8% |
| 6M | -42.6% | -6.0% | -36.6% | -38.5% |
| YTD | -31.4% | -16.9% | -14.5% | -25.2% |
| 1Y | +144.9% | -22.6% | +167.5% | +187.1% |
| All | +144.9% | -23.2% | +168.1% | +187.1% |
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