-15.1%
TLN vs GPC
-0.1%
-15.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +2.9% |
| 7D | +10.9% | +0.2% | +10.7% | +10.9% |
| 30D | -6.3% | -0.4% | -5.9% | -6.3% |
| 3M | -10.7% | +39.2% | -49.9% | -13.9% |
| 6M | +1.6% | +18.2% | -16.6% | -4.5% |
| YTD | -13.1% | +12.1% | -25.2% | -19.6% |
| 1Y | -15.1% | -0.7% | -14.4% | -22.3% |
| All | -15.1% | -0.1% | -15.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling