+628.3%
TLN vs ES
+18.5%
+609.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.3% |
| 30D | -10.5% | +7.1% | -17.5% | -10.4% |
| 3M | +0.1% | -1.9% | +2.0% | +0.1% |
| 6M | -17.4% | +4.4% | -21.8% | -17.4% |
| YTD | -9.7% | +7.3% | -17.0% | -9.5% |
| 1Y | -12.3% | +2.1% | -14.4% | -12.4% |
| 3Y | +528.3% | +41.8% | +486.4% | +538.2% |
| All | +628.3% | +18.5% | +609.7% | +643.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling