+495.0%
TLN vs HBM
+522.1%
-27.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +1.0% |
| 7D | +10.9% | +7.4% | +3.6% | +8.4% |
| 30D | -6.3% | +5.1% | -11.4% | -7.9% |
| 3M | -10.7% | +11.1% | -21.8% | -14.3% |
| 6M | +1.6% | +30.2% | -28.6% | -8.3% |
| YTD | -13.1% | +46.2% | -59.3% | -25.7% |
| 1Y | -15.1% | +120.0% | -135.1% | -36.6% |
| 3Y | +495.0% | +527.4% | -32.4% | +245.9% |
| All | +495.0% | +522.1% | -27.0% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling