+1.1%
TLN vs CAI
-0.4%
+1.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.6% | +4.8% |
| 7D | +15.9% | -26.3% | +42.2% | +21.1% |
| 30D | -0.3% | -17.5% | +17.2% | +2.4% |
| 3M | +5.8% | +5.8% | 0.0% | +2.0% |
| 6M | -1.2% | +53.6% | -54.9% | -13.8% |
| YTD | +1.0% | -9.2% | +10.3% | +0.4% |
| 1Y | +1.1% | -2.7% | +3.8% | +0.1% |
| All | +1.1% | -0.4% | +1.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling