-17.9%
TLN vs GAP
-8.8%
-9.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.3% |
| 7D | +5.8% | -3.2% | +9.0% | +6.3% |
| 30D | -6.9% | -0.7% | -6.2% | -6.9% |
| 3M | -10.9% | -0.5% | -10.4% | -11.0% |
| 6M | -4.6% | -5.0% | +0.4% | -5.5% |
| YTD | -14.7% | -14.7% | 0.0% | -13.8% |
| 1Y | -17.9% | -8.6% | -9.3% | -20.6% |
| All | -17.9% | -8.8% | -9.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling