-16.4%
TEAM vs TLN
+630.2%
-646.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +7.1% | -23.2% | -16.9% |
| 7D | -19.8% | -1.3% | -18.5% | -19.8% |
| 30D | -21.5% | -10.5% | -11.0% | -20.7% |
| 3M | +39.5% | +0.1% | +39.4% | +38.6% |
| 6M | +73.1% | -17.4% | +90.5% | +75.2% |
| YTD | -5.2% | -9.7% | +4.4% | -6.7% |
| 1Y | -1.6% | -12.3% | +10.7% | -2.8% |
| 3Y | -11.4% | +528.3% | -539.7% | -39.2% |
| All | -16.4% | +630.2% | -646.7% | -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