+559.7%
TLN vs GGLL
+157.4%
+402.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.1% | +5.1% | -4.0% | -0.1% |
| 30D | -4.6% | -35.5% | +30.9% | +4.1% |
| 3M | +5.2% | -39.2% | +44.4% | +15.8% |
| 6M | -6.5% | -54.4% | +47.9% | +9.2% |
| YTD | -3.6% | -29.8% | +26.2% | -1.2% |
| 1Y | -8.2% | -20.4% | +12.2% | -9.6% |
| 3Y | +559.7% | +149.7% | +410.0% | +413.4% |
| All | +559.7% | +157.4% | +402.3% | +413.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling