+680.9%
TLN vs ALM
+766.7%
-85.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.8% | +6.6% |
| 7D | +9.1% | +0.7% | +8.3% | +9.0% |
| 30D | -4.1% | -26.1% | +22.0% | -1.9% |
| 3M | +4.4% | -38.1% | +42.6% | +7.9% |
| 6M | -6.0% | -55.4% | +49.4% | -1.5% |
| YTD | -3.1% | -0.4% | -2.7% | -1.5% |
| 1Y | -6.1% | +25.4% | -31.4% | -5.3% |
| 3Y | +575.3% | +907.8% | -332.4% | +552.6% |
| All | +680.9% | +766.7% | -85.7% | +657.8% |
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