-18.4%
Z vs TLN
+496.7%
-515.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.2% | -7.4% | -10.3% |
| 7D | -2.3% | -9.4% | +7.1% | -1.3% |
| 30D | +9.4% | -15.2% | +24.6% | +11.0% |
| 3M | -16.1% | -4.1% | -12.0% | -16.9% |
| 6M | -30.4% | -17.8% | -12.6% | -30.0% |
| YTD | -55.6% | -15.6% | -40.0% | -56.0% |
| 1Y | -58.5% | -21.6% | -36.9% | -58.4% |
| All | -18.4% | +496.7% | -515.0% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling