+528.3%
TLN vs COO
-25.3%
+553.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.2% |
| 7D | -1.3% | +4.7% | -6.0% | -1.7% |
| 30D | -10.5% | +13.9% | -24.4% | -11.6% |
| 3M | +0.1% | -14.9% | +15.0% | +1.6% |
| 6M | -17.4% | +2.0% | -19.4% | -18.2% |
| YTD | -9.7% | -23.9% | +14.3% | -7.0% |
| 1Y | -12.3% | -9.6% | -2.6% | -11.5% |
| 3Y | +528.3% | -25.4% | +553.7% | +531.8% |
| All | +528.3% | -25.3% | +553.6% | +531.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling