+528.3%
TLN vs CPB
-36.0%
+564.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +6.6% |
| 7D | -1.3% | +8.0% | -9.3% | +2.2% |
| 30D | -10.5% | +22.4% | -32.9% | -2.1% |
| 3M | +0.1% | +2.5% | -2.4% | +3.2% |
| 6M | -17.4% | +12.2% | -29.6% | -11.2% |
| YTD | -9.7% | -12.8% | +3.2% | -10.0% |
| 1Y | -12.3% | -19.2% | +6.9% | -14.8% |
| 3Y | +528.3% | -35.6% | +563.8% | +451.6% |
| All | +528.3% | -36.0% | +564.3% | +451.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling