+581.7%
TLN vs GGLL
+286.4%
+295.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.3% |
| 7D | +7.1% | -4.8% | +11.8% | +8.2% |
| 30D | -3.9% | -13.7% | +9.8% | -0.9% |
| 3M | -16.2% | -21.9% | +5.7% | -12.4% |
| 6M | -5.8% | +11.7% | -17.5% | -11.1% |
| YTD | -15.4% | +2.3% | -17.7% | -18.8% |
| 1Y | -16.7% | +76.2% | -92.9% | -30.8% |
| 3Y | +473.8% | +245.0% | +228.8% | +313.4% |
| All | +581.7% | +286.4% | +295.3% | +394.9% |
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