+680.9%
TLN vs ALC
-4.8%
+685.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +7.0% | +7.2% |
| 7D | +9.1% | +2.1% | +7.0% | +8.8% |
| 30D | -4.1% | +17.2% | -21.3% | -6.2% |
| 3M | +4.4% | +4.6% | -0.2% | +4.0% |
| 6M | -6.0% | +20.1% | -26.1% | -9.2% |
| YTD | -3.1% | -4.2% | +1.1% | -1.8% |
| 1Y | -6.1% | +2.1% | -8.1% | -6.5% |
| 3Y | +575.3% | +4.5% | +570.9% | +584.2% |
| All | +680.9% | -4.8% | +685.8% | +703.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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