+68.0%
V vs TLN
+583.6%
-515.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.1% |
| 7D | -1.7% | +7.1% | -8.8% | -1.9% |
| 30D | +2.0% | -3.9% | +5.9% | +2.0% |
| 3M | +17.4% | -16.2% | +33.5% | +17.7% |
| 6M | +17.5% | -5.8% | +23.3% | +17.0% |
| YTD | +7.6% | -15.4% | +23.0% | +7.5% |
| 1Y | +7.7% | -16.7% | +24.4% | +7.5% |
| 3Y | +54.7% | +473.8% | -419.1% | +36.2% |
| All | +68.0% | +583.6% | -515.5% | +50.3% |
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