-15.8%
TEAM vs TLN
+683.0%
-698.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | 0.0% |
| 7D | -17.2% | +9.1% | -26.3% | -18.1% |
| 30D | -25.1% | -4.1% | -21.0% | -24.8% |
| 3M | +3.9% | +4.4% | -0.5% | +2.7% |
| 6M | +69.1% | -6.0% | +75.1% | +68.1% |
| YTD | -4.5% | -3.1% | -1.3% | -6.7% |
| 1Y | -1.9% | -6.1% | +4.2% | -3.8% |
| 3Y | -9.3% | +575.3% | -584.7% | -38.3% |
| All | -15.8% | +683.0% | -698.8% | -47.1% |
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