+581.7%
TLN vs COO
-22.7%
+604.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.2% | +3.9% |
| 7D | +7.1% | -2.2% | +9.3% | +7.3% |
| 30D | -3.9% | -7.0% | +3.1% | -3.2% |
| 3M | -16.2% | +12.2% | -28.4% | -17.6% |
| 6M | -5.8% | -15.1% | +9.3% | -4.1% |
| YTD | -15.4% | -15.1% | -0.3% | -13.9% |
| 1Y | -16.7% | +2.3% | -19.0% | -17.1% |
| 3Y | +473.8% | -23.7% | +497.4% | +492.7% |
| All | +581.7% | -22.7% | +604.4% | +597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling