+597.7%
TLN vs ALC
+1.2%
+596.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +22.3% | -6.2% | +28.4% | +22.9% |
| 30D | +1.2% | +14.0% | -12.8% | -1.0% |
| 3M | +5.9% | -2.4% | +8.3% | +6.4% |
| 6M | +3.2% | +12.6% | -9.4% | +0.4% |
| YTD | +3.2% | -8.4% | +11.6% | +5.1% |
| 1Y | +5.2% | -9.1% | +14.3% | +7.3% |
| All | +597.7% | +1.2% | +596.6% | +601.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling