+600.6%
TLN vs CPB
-50.2%
+650.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +3.4% |
| 7D | +10.9% | -8.2% | +19.1% | +7.9% |
| 30D | -6.3% | -5.6% | -0.7% | -7.9% |
| 3M | -10.7% | +3.0% | -13.7% | -8.8% |
| 6M | +1.6% | -12.7% | +14.3% | -0.9% |
| YTD | -13.1% | -18.0% | +4.9% | -16.5% |
| 1Y | -15.1% | -31.7% | +16.7% | -22.6% |
| 3Y | +495.0% | -41.0% | +536.0% | +415.9% |
| All | +600.6% | -50.2% | +650.7% | +502.4% |
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