-17.3%
TLN vs ALM
+44.8%
-62.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.2% | -9.7% | -8.7% |
| 7D | -6.0% | -6.4% | +0.4% | -4.9% |
| 30D | -1.5% | -35.0% | +33.5% | +5.8% |
| 3M | -3.9% | -33.8% | +29.9% | +2.4% |
| 6M | -15.0% | -55.0% | +40.0% | -5.1% |
| YTD | -12.8% | -0.2% | -12.6% | -13.0% |
| 1Y | -17.3% | +41.8% | -59.1% | -22.3% |
| All | -17.3% | +44.8% | -62.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling