-37.9%
Z vs TLN
+678.8%
-716.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -6.5% | +1.1% | -7.5% | -6.7% |
| 30D | -0.1% | -4.6% | +4.5% | +0.1% |
| 3M | -14.1% | +5.2% | -19.4% | -15.7% |
| 6M | -30.1% | -6.5% | -23.5% | -30.7% |
| YTD | -57.5% | -3.6% | -53.9% | -58.6% |
| 1Y | -60.3% | -8.2% | -52.1% | -61.1% |
| 3Y | -21.0% | +559.7% | -580.7% | -54.4% |
| All | -37.9% | +678.8% | -716.7% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling