+628.3%
TLN vs ALM
+702.0%
-73.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +4.9% | +6.9% |
| 7D | -1.3% | -6.7% | +5.4% | -0.8% |
| 30D | -10.5% | -32.9% | +22.4% | -7.8% |
| 3M | +0.1% | -39.5% | +39.6% | +3.7% |
| 6M | -17.4% | -62.0% | +44.6% | -12.6% |
| YTD | -9.7% | -7.8% | -1.8% | -7.6% |
| 1Y | -12.3% | +26.7% | -38.9% | -11.2% |
| 3Y | +528.3% | +825.4% | -297.1% | +510.9% |
| All | +628.3% | +702.0% | -73.7% | +611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling