+482.8%
TLN vs GAP
+108.0%
+374.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | +5.8% | -3.2% | +9.0% | +6.4% |
| 30D | -6.9% | -0.7% | -6.2% | -7.0% |
| 3M | -10.9% | -0.5% | -10.4% | -11.3% |
| 6M | -4.6% | -5.0% | +0.4% | -4.8% |
| YTD | -14.7% | -14.7% | 0.0% | -13.6% |
| 1Y | -17.9% | -8.6% | -9.3% | -18.1% |
| All | +482.8% | +108.0% | +374.8% | +455.0% |
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