+12.2%
TSN vs TLN
+583.6%
-571.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -0.5% |
| 7D | -6.3% | +7.1% | -13.4% | -6.1% |
| 30D | -10.8% | -3.9% | -6.9% | -10.9% |
| 3M | -8.8% | -16.2% | +7.4% | -9.3% |
| 6M | -16.8% | -5.8% | -11.0% | -16.8% |
| YTD | -10.0% | -15.4% | +5.4% | -10.3% |
| 1Y | -5.3% | -16.7% | +11.4% | -5.5% |
| 3Y | +8.5% | +473.8% | -465.2% | +15.9% |
| All | +12.2% | +583.6% | -571.4% | +18.5% |
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