+559.7%
TLN vs FIVE
+43.9%
+515.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.1% | +7.3% | -6.2% | -0.8% |
| 30D | -4.6% | +18.1% | -22.7% | -8.7% |
| 3M | +5.2% | +7.7% | -2.5% | +2.6% |
| 6M | -6.5% | +13.6% | -20.1% | -10.8% |
| YTD | -3.6% | +34.6% | -38.2% | -12.3% |
| 1Y | -8.2% | +66.2% | -74.5% | -21.2% |
| 3Y | +559.7% | +43.5% | +516.2% | +399.4% |
| All | +559.7% | +43.9% | +515.8% | +399.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling