+486.7%
TLN vs ALLE
+90.7%
+396.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | -15.2% | +20.6% | -35.8% | -17.6% |
| 3M | -4.1% | +11.4% | -15.5% | -5.4% |
| 6M | -17.8% | +42.5% | -60.4% | -22.9% |
| YTD | -15.6% | +18.9% | -34.5% | -19.0% |
| 1Y | -21.6% | +14.2% | -35.8% | -24.2% |
| All | +486.7% | +90.7% | +396.0% | +384.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling