+708.6%
TLN vs CPB
-47.2%
+755.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -1.5% |
| 7D | +11.0% | -1.6% | +12.6% | +10.5% |
| 30D | +4.9% | +19.2% | -14.3% | +12.9% |
| 3M | +4.9% | -1.0% | +5.9% | +6.7% |
| 6M | +7.1% | +15.2% | -8.1% | +15.3% |
| YTD | +0.3% | -13.1% | +13.4% | +0.1% |
| 1Y | +5.9% | -22.4% | +28.4% | +1.9% |
| 3Y | +578.5% | -35.3% | +613.8% | +510.9% |
| All | +708.6% | -47.2% | +755.8% | +621.9% |
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