+572.6%
TLN vs GFI
+209.0%
+363.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -1.3% | -4.9% | +3.5% | -0.4% |
| 30D | -14.3% | +10.7% | -25.1% | -16.1% |
| 3M | -9.3% | +25.6% | -34.9% | -13.6% |
| 6M | -1.1% | -8.3% | +7.2% | -1.2% |
| YTD | -16.6% | +6.3% | -22.9% | -18.9% |
| 1Y | -22.0% | +22.1% | -44.1% | -25.8% |
| 3Y | +470.2% | +289.2% | +181.0% | +363.7% |
| All | +572.6% | +209.0% | +363.6% | +451.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling