-16.7%
TLN vs ACM
-45.8%
+29.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.8% |
| 7D | +7.1% | -3.7% | +10.8% | +7.6% |
| 30D | -3.9% | -11.1% | +7.2% | -2.1% |
| 3M | -16.2% | -8.0% | -8.2% | -15.2% |
| 6M | -5.8% | -29.7% | +23.8% | +2.0% |
| YTD | -15.4% | -29.4% | +13.9% | -9.2% |
| 1Y | -16.7% | -46.4% | +29.8% | -9.9% |
| All | -16.7% | -45.8% | +29.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling