+151.8%
TER vs TLN
+538.9%
-387.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.6% |
| 7D | -20.5% | -1.3% | -19.2% | -19.9% |
| 30D | -47.0% | -10.5% | -36.5% | -44.2% |
| 3M | -43.3% | +0.1% | -43.4% | -43.4% |
| 6M | -42.9% | -17.4% | -25.5% | -38.1% |
| YTD | +12.9% | -9.7% | +22.5% | +17.1% |
| 1Y | +18.2% | -12.3% | +30.4% | +23.7% |
| 3Y | +151.8% | +528.3% | -376.5% | +34.6% |
| All | +151.8% | +538.9% | -387.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling