+40.1%
W vs TLN
+476.4%
-436.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.2% | +1.2% |
| 7D | -4.2% | +7.1% | -11.2% | -6.5% |
| 30D | -7.6% | -3.9% | -3.7% | -6.6% |
| 3M | +37.2% | -16.2% | +53.3% | +44.0% |
| 6M | +26.3% | -5.8% | +32.1% | +25.7% |
| YTD | -1.0% | -15.4% | +14.5% | +1.8% |
| 1Y | +20.1% | -16.7% | +36.8% | +22.6% |
| All | +40.1% | +476.4% | -436.3% | -32.1% |
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