+680.9%
TLN vs GGLL
+166.6%
+514.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +6.7% |
| 7D | +9.1% | +6.3% | +2.7% | +7.5% |
| 30D | -4.1% | -35.1% | +31.0% | +4.1% |
| 3M | +4.4% | -37.7% | +42.1% | +13.7% |
| 6M | -6.0% | -54.1% | +48.1% | +8.7% |
| YTD | -3.1% | -29.4% | +26.3% | -0.8% |
| 1Y | -6.1% | -13.4% | +7.3% | -9.1% |
| 3Y | +575.3% | +158.3% | +417.0% | +417.1% |
| All | +680.9% | +166.6% | +514.3% | +504.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling