+581.7%
TLN vs ACM
-12.2%
+593.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.9% |
| 7D | +7.1% | -3.7% | +10.8% | +8.3% |
| 30D | -3.9% | -11.1% | +7.2% | -0.6% |
| 3M | -16.2% | -8.0% | -8.2% | -14.6% |
| 6M | -5.8% | -29.7% | +23.8% | +6.9% |
| YTD | -15.4% | -29.4% | +13.9% | -5.0% |
| 1Y | -16.7% | -46.4% | +29.8% | +4.8% |
| 3Y | +473.8% | -22.3% | +496.1% | +525.0% |
| All | +581.7% | -12.2% | +593.9% | +696.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling