+247.7%
TPR vs TLN
+678.8%
-431.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +12.1% | +1.1% | +11.0% | +11.6% |
| 30D | +16.7% | -4.6% | +21.3% | +17.2% |
| 3M | -17.4% | +5.2% | -22.6% | -19.1% |
| 6M | +2.3% | -6.5% | +8.8% | +1.5% |
| YTD | +7.1% | -3.6% | +10.8% | +4.5% |
| 1Y | +29.5% | -8.2% | +37.7% | +27.5% |
| 3Y | +415.0% | +559.7% | -144.6% | +259.4% |
| All | +247.7% | +678.8% | -431.1% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling