+680.9%
TLN vs HBM
+402.4%
+278.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.0% | -1.8% | +4.4% |
| 7D | +9.1% | +5.0% | +4.0% | +7.3% |
| 30D | -4.1% | -12.7% | +8.7% | -0.2% |
| 3M | +4.4% | -17.4% | +21.9% | +10.1% |
| 6M | -6.0% | -8.9% | +2.9% | -5.0% |
| YTD | -3.1% | +14.9% | -18.0% | -10.5% |
| 1Y | -6.1% | +41.4% | -47.5% | -18.9% |
| 3Y | +575.3% | +462.1% | +113.2% | +329.7% |
| All | +680.9% | +402.4% | +278.5% | +399.1% |
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