+731.6%
TLN vs EFV
+93.4%
+638.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | +22.3% | +0.7% | +21.6% | +21.5% |
| 30D | +1.2% | +2.0% | -0.8% | -0.8% |
| 3M | +5.9% | -1.6% | +7.6% | +7.2% |
| 6M | +3.2% | +5.8% | -2.5% | -1.7% |
| YTD | +3.2% | +15.6% | -12.5% | -7.9% |
| 1Y | +5.2% | +19.0% | -13.8% | -7.9% |
| 3Y | +606.3% | +90.7% | +515.6% | +376.0% |
| All | +731.6% | +93.4% | +638.2% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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