+581.7%
TLN vs GAP
+200.4%
+381.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +7.1% | -4.5% | +11.5% | +7.8% |
| 30D | -3.9% | +9.0% | -12.9% | -5.4% |
| 3M | -16.2% | +5.0% | -21.2% | -17.1% |
| 6M | -5.8% | -17.8% | +12.0% | -3.9% |
| YTD | -15.4% | -10.4% | -5.0% | -15.0% |
| 1Y | -16.7% | -3.4% | -13.3% | -17.5% |
| 3Y | +473.8% | +111.5% | +362.3% | +454.8% |
| All | +581.7% | +200.4% | +381.4% | +579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling