+3.1%
TEAM vs TLN
+583.6%
-580.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.1% |
| 7D | -0.4% | +7.1% | -7.5% | -1.4% |
| 30D | +67.3% | -3.9% | +71.2% | +67.9% |
| 3M | +86.8% | -16.2% | +102.9% | +89.3% |
| 6M | +146.8% | -5.8% | +152.6% | +142.3% |
| YTD | +16.9% | -15.4% | +32.4% | +16.8% |
| 1Y | +12.8% | -16.7% | +29.5% | +12.0% |
| 3Y | -7.3% | +473.8% | -481.0% | -34.2% |
| All | +3.1% | +583.6% | -580.5% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling