+581.7%
TLN vs HBM
+504.6%
+77.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +7.1% | -6.4% | +13.4% | +9.1% |
| 30D | -3.9% | +5.9% | -9.8% | -5.7% |
| 3M | -16.2% | -8.9% | -7.2% | -14.8% |
| 6M | -5.8% | +10.7% | -16.5% | -10.5% |
| YTD | -15.4% | +38.3% | -53.7% | -25.9% |
| 1Y | -16.7% | +121.3% | -138.0% | -36.9% |
| 3Y | +473.8% | +450.6% | +23.2% | +250.4% |
| All | +581.7% | +504.6% | +77.2% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling