-4.1%
TEAM vs TLN
+602.5%
-606.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.8% | -9.7% | -7.3% |
| 7D | -5.7% | +10.9% | -16.6% | -7.0% |
| 30D | +18.3% | -6.3% | +24.7% | +19.1% |
| 3M | +80.2% | -10.7% | +90.9% | +80.8% |
| 6M | +111.0% | +1.6% | +109.4% | +104.3% |
| YTD | +8.8% | -13.1% | +21.9% | +8.2% |
| 1Y | +2.2% | -15.1% | +17.2% | +1.2% |
| 3Y | -14.6% | +495.0% | -509.6% | -39.9% |
| All | -4.1% | +602.5% | -606.5% | -38.7% |
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