+600.6%
TLN vs ACM
-12.9%
+613.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +10.9% | -0.3% | +11.2% | +11.0% |
| 30D | -6.3% | -12.9% | +6.6% | -2.4% |
| 3M | -10.7% | -6.4% | -4.3% | -9.8% |
| 6M | +1.6% | -29.2% | +30.8% | +15.0% |
| YTD | -13.1% | -29.9% | +16.9% | -2.1% |
| 1Y | -15.1% | -47.3% | +32.2% | +7.6% |
| 3Y | +495.0% | -19.6% | +514.6% | +550.8% |
| All | +600.6% | -12.9% | +613.4% | +720.0% |
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