+708.6%
TLN vs ACM
-6.5%
+715.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.9% |
| 7D | +11.0% | +5.6% | +5.4% | +9.3% |
| 30D | +4.9% | +20.8% | -15.9% | -0.9% |
| 3M | +4.9% | +11.4% | -6.5% | +1.2% |
| 6M | +7.1% | +0.9% | +6.2% | +5.5% |
| YTD | +0.3% | -24.8% | +25.1% | +10.5% |
| 1Y | +5.9% | -46.4% | +52.3% | +35.1% |
| 3Y | +578.5% | -9.2% | +587.7% | +625.6% |
| All | +708.6% | -6.5% | +715.1% | +825.6% |
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