-38.4%
TE vs TLN
+583.6%
-622.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | -0.4% |
| 7D | -4.0% | +7.1% | -11.0% | -6.9% |
| 30D | -15.9% | -3.9% | -12.0% | -14.5% |
| 3M | -60.5% | -16.2% | -44.4% | -56.9% |
| 6M | -35.2% | -5.8% | -29.4% | -32.6% |
| YTD | -31.1% | -15.4% | -15.7% | -26.4% |
| 1Y | +148.6% | -16.7% | +165.3% | +163.7% |
| 3Y | -26.4% | +473.8% | -500.2% | -67.3% |
| All | -38.4% | +583.6% | -622.0% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling