-22.6%
TLN vs EFV
+26.5%
-49.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | +2.0% | -2.0% | +4.0% | +4.8% |
| 30D | -12.9% | -0.2% | -12.8% | -12.7% |
| 3M | -7.4% | +9.1% | -16.6% | -17.3% |
| 6M | -6.0% | +11.7% | -17.7% | -17.6% |
| YTD | -16.9% | +17.0% | -33.9% | -30.8% |
| 1Y | -22.6% | +26.7% | -49.3% | -41.1% |
| All | -22.6% | +26.5% | -49.1% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling