-17.3%
TLN vs ZYBT
-42.3%
+25.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.2% | -10.8% | -8.5% |
| 7D | -6.0% | -3.5% | -2.5% | -6.0% |
| 30D | -1.5% | +15.1% | -16.7% | -1.5% |
| 3M | -3.9% | +7.0% | -10.9% | -3.8% |
| 6M | -15.0% | +37.7% | -52.7% | -10.4% |
| YTD | -12.8% | +19.1% | -32.0% | -12.4% |
| 1Y | -17.3% | -38.3% | +21.0% | -20.1% |
| All | -17.3% | -42.3% | +25.0% | -20.1% |
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