+34.4%
U vs TLN
+583.6%
-549.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -2.1% |
| 7D | -3.8% | +7.1% | -10.9% | -5.7% |
| 30D | +17.5% | -3.9% | +21.3% | +18.4% |
| 3M | +38.7% | -16.2% | +54.9% | +44.0% |
| 6M | +104.4% | -5.8% | +110.2% | +102.5% |
| YTD | -5.7% | -15.4% | +9.7% | -3.7% |
| 1Y | +3.7% | -16.7% | +20.4% | +6.2% |
| 3Y | +12.3% | +473.8% | -461.4% | -32.1% |
| All | +34.4% | +583.6% | -549.2% | -24.9% |
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