+575.3%
TLN vs ES
+42.6%
+532.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.2% |
| 7D | +9.1% | -0.1% | +9.1% | +9.0% |
| 30D | -4.1% | +5.7% | -9.8% | -4.0% |
| 3M | +4.4% | -2.8% | +7.2% | +4.4% |
| 6M | -6.0% | +7.0% | -13.0% | -5.9% |
| YTD | -3.1% | +6.8% | -9.9% | -2.8% |
| 1Y | -6.1% | -0.5% | -5.6% | -6.4% |
| 3Y | +575.3% | +47.2% | +528.2% | +607.1% |
| All | +575.3% | +42.6% | +532.7% | +607.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling