+628.3%
TLN vs ALLE
+83.1%
+545.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -10.5% | +25.3% | -35.8% | -13.4% |
| 3M | +0.1% | +10.3% | -10.2% | -1.1% |
| 6M | -17.4% | +38.0% | -55.4% | -21.7% |
| YTD | -9.7% | +17.8% | -27.4% | -12.8% |
| 1Y | -12.3% | +13.6% | -25.9% | -14.9% |
| 3Y | +528.3% | +89.2% | +439.1% | +460.9% |
| All | +628.3% | +83.1% | +545.2% | +557.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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