+10.1%
TLN vs CAI
-11.0%
+21.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | +5.8% | -3.1% | +8.9% | +6.3% |
| 30D | -6.9% | +2.7% | -9.5% | -7.5% |
| 3M | -10.9% | +41.7% | -52.6% | -16.2% |
| 6M | -4.6% | +26.5% | -31.1% | -9.8% |
| YTD | -14.7% | -10.9% | -3.8% | -17.3% |
| 1Y | -17.9% | -29.2% | +11.3% | -20.9% |
| All | +10.1% | -11.0% | +21.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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