+676.7%
TLN vs ACM
-6.3%
+683.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +1.1% | +6.6% | -5.5% | -0.8% |
| 30D | -4.6% | +19.8% | -24.4% | -9.6% |
| 3M | +5.2% | -3.1% | +8.4% | +5.9% |
| 6M | -6.5% | -11.5% | +5.0% | -3.0% |
| YTD | -3.6% | -24.7% | +21.0% | +6.1% |
| 1Y | -8.2% | -45.1% | +36.8% | +15.5% |
| 3Y | +559.7% | -8.9% | +568.6% | +605.3% |
| All | +676.7% | -6.3% | +683.1% | +788.7% |
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