+130.1%
W vs TLN
+583.6%
-453.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +44.1% |
| 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% | +22.7% |
| 3Y | +37.8% | +473.8% | -436.0% | -38.0% |
| All | +130.1% | +583.6% | -453.4% | +5.9% |
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