+708.6%
TLN vs FIVE
+34.7%
+674.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +11.0% | +2.7% | +8.4% | +10.4% |
| 30D | +4.9% | +12.7% | -7.8% | +1.7% |
| 3M | +4.9% | +2.1% | +2.9% | +3.8% |
| 6M | +7.1% | +17.5% | -10.4% | +1.5% |
| YTD | +0.3% | +31.0% | -30.6% | -7.7% |
| 1Y | +5.9% | +67.7% | -61.8% | -8.7% |
| 3Y | +578.5% | +43.4% | +535.1% | +420.4% |
| All | +708.6% | +34.7% | +674.0% | +545.3% |
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