+680.9%
TLN vs CPB
-47.0%
+727.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +6.8% |
| 7D | +9.1% | +3.3% | +5.8% | +10.8% |
| 30D | -4.1% | +19.0% | -23.1% | +3.2% |
| 3M | +4.4% | +0.4% | +4.0% | +6.6% |
| 6M | -6.0% | +13.0% | -19.0% | +0.6% |
| YTD | -3.1% | -12.7% | +9.6% | -3.3% |
| 1Y | -6.1% | -20.9% | +14.8% | -9.0% |
| 3Y | +575.3% | -35.4% | +610.7% | +508.1% |
| All | +680.9% | -47.0% | +727.9% | +597.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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