+77.6%
V vs TLN
+538.9%
-461.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.1% |
| 7D | +2.2% | -1.3% | +3.5% | +2.2% |
| 30D | +13.6% | -10.5% | +24.1% | +13.8% |
| 3M | +14.3% | +0.1% | +14.2% | +14.2% |
| 6M | +33.1% | -17.4% | +50.5% | +33.5% |
| YTD | +21.2% | -9.7% | +30.9% | +20.9% |
| 1Y | +26.4% | -12.3% | +38.7% | +26.1% |
| 3Y | +77.6% | +528.3% | -450.7% | +57.5% |
| All | +77.6% | +538.9% | -461.4% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling