-18.3%
TE vs TLN
+494.5%
-512.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.8% | +7.2% | +8.8% |
| 7D | +18.2% | +10.9% | +7.3% | +12.9% |
| 30D | -13.5% | -6.3% | -7.2% | -11.0% |
| 3M | -44.6% | -10.7% | -33.9% | -41.1% |
| 6M | -24.7% | +1.6% | -26.3% | -23.8% |
| YTD | -24.3% | -13.1% | -11.2% | -20.0% |
| 1Y | +155.6% | -15.1% | +170.6% | +168.7% |
| 3Y | -18.3% | +495.0% | -513.3% | -68.9% |
| All | -18.3% | +494.5% | -512.7% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling