-64.7%
TE vs TLN
-2.7%
-62.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | -1.5% |
| 7D | -22.0% | +15.9% | -37.9% | -32.0% |
| 30D | -33.6% | -0.3% | -33.4% | -33.8% |
| 3M | -61.1% | +5.8% | -66.9% | -63.8% |
| 6M | -64.7% | -1.2% | -63.5% | -63.8% |
| All | -64.7% | -2.7% | -62.0% | -63.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling