+33.3%
XYZ vs TLN
+710.8%
-677.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.4% |
| 7D | -1.1% | +11.0% | -12.1% | -3.2% |
| 30D | +11.5% | +4.9% | +6.6% | +9.7% |
| 3M | +1.8% | +4.9% | -3.1% | -0.4% |
| 6M | +21.2% | +7.1% | +14.1% | +16.6% |
| YTD | +29.9% | +0.3% | +29.6% | +24.2% |
| 1Y | +35.8% | +5.9% | +29.9% | +27.3% |
| 3Y | +62.6% | +578.5% | -515.9% | -11.1% |
| All | +33.3% | +710.8% | -677.5% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling