+213.1%
TPR vs TLN
+583.6%
-370.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.8% |
| 7D | -2.3% | +7.1% | -9.4% | -3.7% |
| 30D | -23.0% | -3.9% | -19.1% | -22.6% |
| 3M | -12.5% | -16.2% | +3.7% | -10.3% |
| 6M | -21.4% | -5.8% | -15.6% | -21.9% |
| YTD | -3.5% | -15.4% | +11.9% | -2.5% |
| 1Y | +17.4% | -16.7% | +34.0% | +18.6% |
| 3Y | +291.3% | +473.8% | -182.5% | +183.7% |
| All | +213.1% | +583.6% | -370.4% | +131.7% |
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