+35.1%
XYZ vs TLN
+716.6%
-681.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.8% |
| 7D | -2.2% | +15.9% | -18.1% | -5.1% |
| 30D | +11.6% | -0.3% | +11.9% | +11.1% |
| 3M | +8.4% | +5.8% | +2.6% | +5.9% |
| 6M | +17.2% | -1.2% | +18.4% | +15.1% |
| YTD | +31.7% | +1.0% | +30.7% | +25.7% |
| 1Y | +30.1% | +1.1% | +28.9% | +23.9% |
| 3Y | +66.4% | +591.7% | -525.3% | -9.5% |
| All | +35.1% | +716.6% | -681.5% | -27.9% |
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 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