+581.7%
TLN vs CPB
-51.0%
+632.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.4% | +7.1% | +2.6% |
| 7D | +7.1% | -8.6% | +15.7% | +4.0% |
| 30D | -3.9% | -7.2% | +3.4% | -6.1% |
| 3M | -16.2% | +0.9% | -17.0% | -15.0% |
| 6M | -5.8% | -11.8% | +6.0% | -7.8% |
| YTD | -15.4% | -19.4% | +4.0% | -19.2% |
| 1Y | -16.7% | -30.4% | +13.7% | -23.7% |
| 3Y | +473.8% | -40.2% | +513.9% | +395.5% |
| All | +581.7% | -51.0% | +632.8% | +482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling