+46.5%
TLN vs ZYBT
-57.8%
+104.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | +2.0% | -2.5% | +4.4% | +2.0% |
| 30D | -12.9% | -1.2% | -11.7% | -12.9% |
| 3M | -7.4% | +76.7% | -84.1% | -5.1% |
| 6M | -6.0% | +103.6% | -109.6% | -4.7% |
| YTD | -16.9% | +38.3% | -55.1% | -15.0% |
| 1Y | -22.6% | -84.7% | +62.1% | -17.7% |
| All | +46.5% | -57.8% | +104.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling