+108.8%
TNA vs TLN
+483.9%
-375.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.3% |
| 7D | -3.6% | +5.8% | -9.4% | -6.2% |
| 30D | -10.1% | -6.9% | -3.2% | -7.3% |
| 3M | +2.7% | -10.9% | +13.6% | +6.7% |
| 6M | +38.4% | -4.6% | +43.0% | +38.9% |
| YTD | +45.4% | -14.7% | +60.1% | +51.4% |
| 1Y | +55.9% | -17.9% | +73.9% | +64.9% |
| All | +108.8% | +483.9% | -375.1% | -9.8% |
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