+581.7%
TLN vs GPC
+2.0%
+579.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.7% |
| 7D | +7.1% | +1.2% | +5.9% | +7.0% |
| 30D | -3.9% | +6.0% | -9.9% | -4.0% |
| 3M | -16.2% | +42.6% | -58.8% | -17.3% |
| 6M | -5.8% | +22.8% | -28.6% | -7.4% |
| YTD | -15.4% | +15.5% | -30.9% | -17.2% |
| 1Y | -16.7% | +2.0% | -18.7% | -18.4% |
| 3Y | +473.8% | -1.4% | +475.2% | +456.5% |
| All | +581.7% | +2.0% | +579.7% | +552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling