+142.0%
W vs TLN
+538.9%
-396.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -3.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.8% |
| 30D | +7.0% | -10.5% | +17.4% | +9.8% |
| 3M | +7.4% | +0.1% | +7.3% | +5.0% |
| 6M | +69.3% | -17.4% | +86.7% | +75.2% |
| YTD | +11.3% | -9.7% | +20.9% | +9.7% |
| 1Y | +13.2% | -12.3% | +25.5% | +12.2% |
| 3Y | +142.0% | +528.3% | -386.3% | +11.5% |
| All | +142.0% | +538.9% | -396.9% | +11.5% |
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