+41.7%
MSCI vs TLN
+733.8%
-692.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -0.7% | +22.3% | -23.0% | -1.0% |
| 30D | +16.2% | +1.2% | +15.0% | +16.2% |
| 3M | +16.1% | +5.9% | +10.2% | +15.9% |
| 6M | +12.9% | +3.2% | +9.7% | +12.5% |
| YTD | +14.8% | +3.2% | +11.7% | +14.1% |
| 1Y | +13.8% | +5.2% | +8.6% | +12.8% |
| 3Y | +31.2% | +606.3% | -575.0% | +9.8% |
| All | +41.7% | +733.8% | -692.1% | +14.9% |
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