+8.5%
HON vs TLN
+1.6%
+6.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.1% |
| 7D | +1.4% | +11.0% | -9.6% | +0.5% |
| 30D | +7.5% | +4.9% | +2.6% | +6.8% |
| 3M | -4.3% | +4.9% | -9.3% | -5.1% |
| 6M | -1.5% | +7.1% | -8.7% | -2.5% |
| YTD | +10.5% | +0.3% | +10.2% | +9.0% |
| 1Y | +8.5% | +5.9% | +2.6% | +7.0% |
| All | +8.5% | +1.6% | +6.9% | +7.0% |
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