-16.7%
TLN vs ZYBT
-83.2%
+66.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +3.8% |
| 7D | +7.1% | -6.9% | +14.0% | +7.0% |
| 30D | -3.9% | -31.8% | +27.9% | -4.0% |
| 3M | -16.2% | +94.0% | -110.1% | -13.6% |
| 6M | -5.8% | +99.0% | -104.8% | -4.2% |
| YTD | -15.4% | +40.0% | -55.4% | -13.0% |
| 1Y | -16.7% | -79.5% | +62.9% | -7.5% |
| All | -16.7% | -83.2% | +66.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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