+581.7%
TLN vs EFV
+99.5%
+482.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +7.1% | +1.5% | +5.6% | +5.6% |
| 30D | -3.9% | +1.7% | -5.6% | -5.3% |
| 3M | -16.2% | +8.6% | -24.8% | -21.9% |
| 6M | -5.8% | +11.7% | -17.5% | -13.9% |
| YTD | -15.4% | +19.3% | -34.7% | -26.3% |
| 1Y | -16.7% | +30.2% | -46.9% | -31.9% |
| 3Y | +473.8% | +91.6% | +382.2% | +279.7% |
| All | +581.7% | +99.5% | +482.2% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling