-53.6%
Z vs TLN
-17.6%
-36.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -8.5% | +18.0% | +9.0% |
| 7D | +10.2% | -6.0% | +16.2% | +9.9% |
| 30D | +23.7% | -1.5% | +25.2% | +22.8% |
| 3M | -6.6% | -3.9% | -2.7% | -7.2% |
| 6M | -23.0% | -15.0% | -8.0% | -23.3% |
| YTD | -50.3% | -12.8% | -37.5% | -51.3% |
| 1Y | -53.6% | -17.3% | -36.3% | -54.1% |
| All | -53.6% | -17.6% | -36.0% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling