+12.2%
TLN vs CAI
-8.1%
+20.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +10.9% | +0.2% | +10.7% | +10.9% |
| 30D | -6.3% | +9.1% | -15.5% | -7.8% |
| 3M | -10.7% | +53.8% | -64.5% | -17.0% |
| 6M | +1.6% | +33.5% | -31.9% | -4.6% |
| YTD | -13.1% | -8.0% | -5.1% | -16.2% |
| 1Y | -15.1% | -28.7% | +13.6% | -18.7% |
| All | +12.2% | -8.1% | +20.3% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling