+628.3%
TLN vs GGLL
+160.2%
+468.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.8% |
| 7D | -1.3% | +3.1% | -4.4% | -2.1% |
| 30D | -10.5% | -36.3% | +25.8% | -2.5% |
| 3M | +0.1% | -40.4% | +40.5% | +10.0% |
| 6M | -17.4% | -54.6% | +37.2% | -4.4% |
| YTD | -9.7% | -31.1% | +21.5% | -7.0% |
| 1Y | -12.3% | -19.2% | +6.9% | -13.7% |
| 3Y | +528.3% | +151.5% | +376.7% | +383.5% |
| All | +628.3% | +160.2% | +468.1% | +466.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling