+528.3%
TLN vs FIVE
+34.8%
+493.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.4% |
| 30D | -10.5% | +17.7% | -28.1% | -14.4% |
| 3M | +0.1% | +4.0% | -3.9% | -1.7% |
| 6M | -17.4% | +2.6% | -20.0% | -19.0% |
| YTD | -9.7% | +27.6% | -37.2% | -16.7% |
| 1Y | -12.3% | +59.9% | -72.2% | -24.0% |
| 3Y | +528.3% | +35.8% | +492.5% | +382.9% |
| All | +528.3% | +34.8% | +493.4% | +382.9% |
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