+714.4%
TLN vs ES
+19.7%
+694.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.5% | +4.9% |
| 7D | +15.9% | +0.1% | +15.8% | +15.9% |
| 30D | -0.3% | +6.7% | -7.0% | -0.1% |
| 3M | +5.8% | +0.3% | +5.5% | +5.9% |
| 6M | -1.2% | +7.4% | -8.6% | -1.1% |
| YTD | +1.0% | +8.4% | -7.4% | +1.3% |
| 1Y | +1.1% | +0.6% | +0.5% | +0.8% |
| 3Y | +591.7% | +50.6% | +541.1% | +603.0% |
| All | +714.4% | +19.7% | +694.7% | +731.4% |
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