+528.3%
TLN vs GAP
+67.6%
+460.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.2% | +7.8% |
| 7D | -1.3% | -3.8% | +2.5% | -0.9% |
| 30D | -10.5% | -9.0% | -1.5% | -9.3% |
| 3M | +0.1% | +5.5% | -5.4% | -1.5% |
| 6M | -17.4% | -11.1% | -6.3% | -16.7% |
| YTD | -9.7% | -13.6% | +3.9% | -8.9% |
| 1Y | -12.3% | -2.9% | -9.4% | -13.5% |
| 3Y | +528.3% | +69.6% | +458.7% | +486.0% |
| All | +528.3% | +67.6% | +460.7% | +486.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling