+144.6%
TER vs TLN
+710.8%
-566.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -4.1% |
| 7D | +14.4% | +11.0% | +3.3% | +9.4% |
| 30D | -30.6% | +4.9% | -35.5% | -31.7% |
| 3M | -39.2% | +4.9% | -44.1% | -40.5% |
| 6M | -31.3% | +7.1% | -38.4% | -32.7% |
| YTD | +29.1% | +0.3% | +28.8% | +28.1% |
| 1Y | +47.4% | +5.9% | +41.5% | +43.6% |
| 3Y | +191.2% | +578.5% | -387.2% | +50.1% |
| All | +144.6% | +710.8% | -566.2% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling