+416.5%
TPR vs TLN
+538.9%
-122.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.3% |
| 7D | +14.2% | -1.3% | +15.5% | +14.1% |
| 30D | +17.1% | -10.5% | +27.6% | +19.0% |
| 3M | -17.7% | +0.1% | -17.8% | -18.7% |
| 6M | -10.2% | -17.4% | +7.2% | -8.4% |
| YTD | +4.9% | -9.7% | +14.6% | +3.6% |
| 1Y | +36.1% | -12.3% | +48.4% | +35.1% |
| 3Y | +416.5% | +528.3% | -111.8% | +286.4% |
| All | +416.5% | +538.9% | -122.5% | +286.4% |
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