+43.2%
TER vs TLN
-17.6%
+60.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -8.5% | +1.7% | -1.3% |
| 7D | -19.9% | -6.0% | -13.8% | -16.6% |
| 30D | -43.5% | -1.5% | -42.0% | -43.5% |
| 3M | -37.8% | -3.9% | -33.9% | -36.8% |
| 6M | -25.6% | -15.0% | -10.5% | -17.8% |
| YTD | +29.8% | -12.8% | +42.6% | +36.4% |
| 1Y | +43.2% | -17.3% | +60.5% | +57.2% |
| All | +43.2% | -17.6% | +60.8% | +57.2% |
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