+62.4%
U vs TLN
+678.8%
-616.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +24.4% | +1.1% | +23.3% | +23.5% |
| 30D | +7.4% | -4.6% | +12.0% | +8.4% |
| 3M | +16.8% | +5.2% | +11.6% | +13.6% |
| 6M | +78.8% | -6.5% | +85.3% | +77.5% |
| YTD | +14.0% | -3.6% | +17.6% | +11.0% |
| 1Y | +16.7% | -8.2% | +25.0% | +15.1% |
| 3Y | +86.4% | +559.7% | -473.3% | +6.6% |
| All | +62.4% | +678.8% | -616.4% | -13.4% |
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 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