+38.0%
TE vs TLN
+567.0%
-529.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | -26.9% | +1.1% | -27.9% | -27.4% |
| 30D | -38.9% | -4.6% | -34.3% | -37.7% |
| 3M | -61.0% | +5.2% | -66.3% | -62.2% |
| 6M | -66.4% | -6.5% | -59.9% | -65.3% |
| YTD | -69.0% | -3.6% | -65.4% | -68.9% |
| 1Y | -54.0% | -8.2% | -45.8% | -53.2% |
| 3Y | +38.0% | +559.7% | -521.7% | -55.4% |
| All | +38.0% | +567.0% | -529.0% | -55.4% |
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 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