+714.4%
TLN vs HBM
+383.7%
+330.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +15.9% | -1.3% | +17.2% | +16.3% |
| 30D | -0.3% | -14.8% | +14.6% | +4.6% |
| 3M | +5.8% | -20.7% | +26.5% | +12.9% |
| 6M | -1.2% | -13.9% | +12.7% | +1.5% |
| YTD | +1.0% | +10.6% | -9.6% | -5.6% |
| 1Y | +1.1% | +32.4% | -31.2% | -10.9% |
| 3Y | +591.7% | +432.0% | +159.7% | +345.5% |
| All | +714.4% | +383.7% | +330.7% | +426.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling