+39.4%
MSCI vs TLN
+630.2%
-590.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -2.4% |
| 7D | +2.8% | -1.3% | +4.1% | +2.8% |
| 30D | +15.4% | -10.5% | +25.9% | +15.6% |
| 3M | +13.4% | +0.1% | +13.3% | +13.2% |
| 6M | +10.9% | -17.4% | +28.3% | +11.1% |
| YTD | +13.0% | -9.7% | +22.6% | +12.5% |
| 1Y | +12.0% | -12.3% | +24.3% | +11.6% |
| 3Y | +34.1% | +528.3% | -494.2% | +11.9% |
| All | +39.4% | +630.2% | -590.8% | +13.3% |
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