+34.9%
XYZ vs TLN
+678.8%
-644.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.3% |
| 7D | +12.6% | +1.1% | +11.5% | +12.0% |
| 30D | +10.8% | -4.6% | +15.4% | +11.3% |
| 3M | +8.4% | +5.2% | +3.1% | +5.8% |
| 6M | +14.3% | -6.5% | +20.9% | +13.6% |
| YTD | +31.5% | -3.6% | +35.1% | +26.8% |
| 1Y | +28.1% | -8.2% | +36.4% | +25.0% |
| 3Y | +66.2% | +559.7% | -493.5% | -8.8% |
| All | +34.9% | +678.8% | -644.0% | -27.3% |
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