-22.6%
TLN vs AMP
+13.8%
-36.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +2.0% | -2.0% | +4.0% | +2.2% |
| 30D | -12.9% | -1.7% | -11.3% | -12.8% |
| 3M | -7.4% | +23.2% | -30.7% | -10.4% |
| 6M | -6.0% | +22.2% | -28.2% | -8.6% |
| YTD | -16.9% | +14.0% | -30.9% | -19.5% |
| 1Y | -22.6% | +14.0% | -36.6% | -24.5% |
| All | -22.6% | +13.8% | -36.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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