+30.6%
HON vs TLN
+585.4%
-554.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.1% | -0.6% |
| 7D | -0.4% | +15.9% | -16.3% | -1.3% |
| 30D | +8.6% | -0.3% | +8.9% | +8.4% |
| 3M | -0.8% | +5.8% | -6.6% | -1.5% |
| 6M | -0.1% | -1.2% | +1.1% | -0.5% |
| YTD | +12.8% | +1.0% | +11.7% | +11.7% |
| 1Y | +10.4% | +1.1% | +9.3% | +9.3% |
| All | +30.6% | +585.4% | -554.8% | +16.0% |
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 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