+29.3%
V vs TLN
-17.6%
+46.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -8.5% | +12.4% | +3.4% |
| 7D | +9.0% | -6.0% | +15.0% | +8.7% |
| 30D | +18.1% | -1.5% | +19.6% | +18.1% |
| 3M | +18.3% | -3.9% | +22.2% | +18.3% |
| 6M | +34.1% | -15.0% | +49.1% | +33.5% |
| YTD | +25.2% | -12.8% | +38.1% | +25.0% |
| 1Y | +29.3% | -17.3% | +46.6% | +28.7% |
| All | +29.3% | -17.6% | +46.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling