+600.6%
TLN vs ALM
+1,788.4%
-1,187.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.8% | -6.1% | +2.1% |
| 7D | +10.9% | +8.4% | +2.5% | +10.3% |
| 30D | -6.3% | +34.8% | -41.1% | -8.3% |
| 3M | -10.7% | +16.2% | -26.9% | -12.1% |
| 6M | +1.6% | +2.1% | -0.5% | +0.4% |
| YTD | -13.1% | +117.0% | -130.1% | -16.4% |
| 1Y | -15.1% | +313.9% | -328.9% | -20.0% |
| 3Y | +495.0% | +2,327.9% | -1,832.9% | +445.3% |
| All | +600.6% | +1,788.4% | -1,187.8% | +543.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling