+353.2%
TLN vs AHR
+356.1%
-2.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.3% | -2.1% | +0.7% | -0.6% |
| 30D | -14.3% | +1.9% | -16.2% | -15.0% |
| 3M | -9.3% | +15.7% | -25.0% | -16.4% |
| 6M | -1.1% | +2.5% | -3.6% | -3.5% |
| YTD | -16.6% | +15.0% | -31.6% | -23.0% |
| 1Y | -22.0% | +28.1% | -50.1% | -31.8% |
| All | +353.2% | +356.1% | -2.8% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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