+250.0%
TER vs TLN
+583.6%
-333.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +3.9% |
| 7D | +0.6% | +7.1% | -6.4% | -2.2% |
| 30D | -8.3% | -3.9% | -4.4% | -6.7% |
| 3M | -12.2% | -16.2% | +3.9% | -4.8% |
| 6M | +17.1% | -5.8% | +22.9% | +21.9% |
| YTD | +84.7% | -15.4% | +100.1% | +97.4% |
| 1Y | +199.9% | -16.7% | +216.6% | +222.5% |
| 3Y | +232.8% | +473.8% | -241.0% | +84.6% |
| All | +250.0% | +583.6% | -333.5% | +97.2% |
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 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