-17.3%
TLN vs GGLL
-11.6%
-5.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.5% | -15.1% | -9.4% |
| 7D | -6.0% | -23.1% | +17.1% | -3.1% |
| 30D | -1.5% | -32.9% | +31.4% | +3.8% |
| 3M | -3.9% | -44.9% | +41.0% | +4.7% |
| 6M | -15.0% | -49.5% | +34.5% | -5.5% |
| YTD | -12.8% | -28.9% | +16.1% | -13.1% |
| 1Y | -17.3% | -12.2% | -5.1% | -24.6% |
| All | -17.3% | -11.6% | -5.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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