+120.1%
TNA vs TLN
+583.6%
-463.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | -1.0% |
| 7D | -0.1% | +7.1% | -7.1% | -3.2% |
| 30D | -4.9% | -3.9% | -1.0% | -3.4% |
| 3M | +0.4% | -16.2% | +16.5% | +7.5% |
| 6M | +32.5% | -5.8% | +38.3% | +33.9% |
| YTD | +53.7% | -15.4% | +69.2% | +60.7% |
| 1Y | +65.1% | -16.7% | +81.8% | +73.5% |
| 3Y | +98.4% | +473.8% | -375.3% | -18.7% |
| All | +120.1% | +583.6% | -463.4% | -13.9% |
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