+50.3%
TER vs TLN
-1.4%
+51.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.5% | +5.0% |
| 7D | +5.9% | +15.9% | -10.0% | -3.5% |
| 30D | -30.8% | -0.3% | -30.5% | -30.4% |
| 3M | -29.9% | +5.8% | -35.8% | -32.8% |
| 6M | -27.5% | -1.2% | -26.2% | -27.3% |
| YTD | +37.5% | +1.0% | +36.4% | +31.5% |
| 1Y | +50.3% | +1.1% | +49.1% | +44.3% |
| All | +50.3% | -1.4% | +51.7% | +44.3% |
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