+587.5%
TLN vs GGLL
+268.7%
+318.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -0.8% |
| 7D | +5.8% | -3.9% | +9.7% | +6.8% |
| 30D | -6.9% | -15.4% | +8.5% | -3.5% |
| 3M | -10.9% | -21.9% | +11.0% | -7.0% |
| 6M | -4.6% | +4.5% | -9.1% | -8.6% |
| YTD | -14.7% | -2.4% | -12.3% | -17.2% |
| 1Y | -17.9% | +57.8% | -75.7% | -30.0% |
| 3Y | +483.9% | +227.2% | +256.7% | +325.3% |
| All | +587.5% | +268.7% | +318.8% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling