-14.3%
TEAM vs TLN
+580.6%
-594.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.2% |
| 7D | -2.4% | +11.0% | -13.4% | -3.5% |
| 30D | -26.7% | +4.9% | -31.6% | -27.2% |
| 3M | -9.6% | +4.9% | -14.5% | -10.6% |
| 6M | +86.0% | +7.1% | +78.9% | +81.0% |
| YTD | -7.5% | +0.3% | -7.8% | -9.9% |
| 1Y | -1.4% | +5.9% | -7.3% | -5.4% |
| 3Y | -14.3% | +578.5% | -592.8% | -28.5% |
| All | -14.3% | +580.6% | -594.9% | -28.5% |
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