+570.0%
TLN vs HBM
+487.5%
+82.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +5.0% | -0.3% |
| 7D | +2.0% | -3.7% | +5.7% | +3.1% |
| 30D | -12.9% | -3.7% | -9.3% | -12.2% |
| 3M | -7.4% | +8.0% | -15.5% | -10.3% |
| 6M | -6.0% | +15.8% | -21.8% | -11.8% |
| YTD | -16.9% | +34.4% | -51.3% | -26.6% |
| 1Y | -22.6% | +98.2% | -120.8% | -39.5% |
| 3Y | +469.0% | +476.6% | -7.6% | +247.7% |
| All | +570.0% | +487.5% | +82.5% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HBM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling