+75.6%
TNA vs TLN
+710.8%
-635.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | +0.2% |
| 7D | +3.7% | +11.0% | -7.3% | -1.0% |
| 30D | +4.4% | +4.9% | -0.5% | +1.5% |
| 3M | -26.7% | +4.9% | -31.6% | -29.6% |
| 6M | -12.8% | +7.1% | -19.9% | -18.0% |
| YTD | +22.7% | +0.3% | +22.3% | +16.6% |
| 1Y | +35.7% | +5.9% | +29.8% | +25.3% |
| 3Y | +134.6% | +578.5% | -443.9% | -13.1% |
| All | +75.6% | +710.8% | -635.2% | -37.5% |
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