+628.3%
TLN vs ACM
-11.5%
+639.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -1.3% | +5.4% | -6.7% | -2.9% |
| 30D | -10.5% | +15.1% | -25.6% | -14.3% |
| 3M | +0.1% | -10.5% | +10.6% | +3.2% |
| 6M | -17.4% | -19.7% | +2.3% | -11.4% |
| YTD | -9.7% | -28.8% | +19.2% | +1.1% |
| 1Y | -12.3% | -47.9% | +35.6% | +12.0% |
| 3Y | +528.3% | -12.4% | +540.6% | +582.6% |
| All | +628.3% | -11.5% | +639.7% | +746.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling