+43.9%
MSCI vs TLN
+716.6%
-672.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.1% | +0.6% |
| 7D | -1.9% | +15.9% | -17.8% | -2.1% |
| 30D | +16.5% | -0.3% | +16.7% | +16.5% |
| 3M | +18.2% | +5.8% | +12.4% | +17.9% |
| 6M | +14.0% | -1.2% | +15.2% | +13.7% |
| YTD | +16.6% | +1.0% | +15.6% | +15.9% |
| 1Y | +14.8% | +1.1% | +13.7% | +14.0% |
| 3Y | +33.3% | +591.7% | -558.5% | +11.5% |
| All | +43.9% | +716.6% | -672.7% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling