+581.7%
TLN vs FIVE
+37.7%
+544.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.5% |
| 7D | +7.1% | +4.3% | +2.8% | +5.9% |
| 30D | -3.9% | +12.5% | -16.4% | -6.9% |
| 3M | -16.2% | +31.2% | -47.4% | -22.3% |
| 6M | -5.8% | +14.4% | -20.2% | -9.9% |
| YTD | -15.4% | +33.9% | -49.3% | -22.3% |
| 1Y | -16.7% | +65.1% | -81.7% | -27.7% |
| 3Y | +473.8% | +49.0% | +424.8% | +341.2% |
| All | +581.7% | +37.7% | +544.0% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling