+680.9%
TLN vs COO
-29.0%
+709.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +7.1% |
| 7D | +9.1% | +4.3% | +4.8% | +8.7% |
| 30D | -4.1% | +17.6% | -21.7% | -5.5% |
| 3M | +4.4% | -13.9% | +18.3% | +6.0% |
| 6M | -6.0% | +6.6% | -12.6% | -7.3% |
| YTD | -3.1% | -22.0% | +18.9% | -0.5% |
| 1Y | -6.1% | -8.8% | +2.7% | -5.3% |
| 3Y | +575.3% | -21.5% | +596.8% | +574.2% |
| All | +680.9% | -29.0% | +709.9% | +705.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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