+600.6%
TLN vs EFV
+98.1%
+502.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.4% |
| 7D | +10.9% | +1.0% | +9.9% | +9.9% |
| 30D | -6.3% | +0.2% | -6.5% | -6.4% |
| 3M | -10.7% | +9.6% | -20.3% | -17.5% |
| 6M | +1.6% | +14.0% | -12.4% | -8.5% |
| YTD | -13.1% | +18.5% | -31.5% | -23.8% |
| 1Y | -15.1% | +27.9% | -43.0% | -29.5% |
| 3Y | +495.0% | +92.4% | +402.6% | +294.7% |
| All | +600.6% | +98.1% | +502.5% | +363.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling