+628.3%
TLN vs CAPR
+97.4%
+530.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +7.1% |
| 7D | -1.3% | +41.1% | -42.4% | -1.5% |
| 30D | -10.5% | +11.1% | -21.6% | -10.6% |
| 3M | +0.1% | +115.3% | -115.2% | -0.6% |
| 6M | -17.4% | -73.8% | +56.4% | -17.2% |
| YTD | -9.7% | -68.8% | +59.2% | -9.5% |
| 1Y | -12.3% | +43.3% | -55.6% | -13.0% |
| 3Y | +528.3% | +214.7% | +313.6% | +505.0% |
| All | +628.3% | +97.4% | +530.9% | +605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling