+581.7%
TLN vs ALLE
+54.6%
+527.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | -3.9% | -6.8% | +2.9% | -2.8% |
| 3M | -16.2% | +21.0% | -37.2% | -19.0% |
| 6M | -5.8% | +1.1% | -6.9% | -6.7% |
| YTD | -15.4% | -0.5% | -14.9% | -16.4% |
| 1Y | -16.7% | -7.3% | -9.4% | -16.8% |
| 3Y | +473.8% | +42.3% | +431.5% | +428.7% |
| All | +581.7% | +54.6% | +527.1% | +529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling