-5.5%
TLN vs IRE
-97.7%
+92.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | +1.2% |
| 7D | +1.1% | -41.9% | +43.0% | +5.6% |
| 30D | -4.6% | -75.1% | +70.5% | +7.1% |
| 3M | +5.2% | -82.4% | +87.6% | +20.6% |
| 6M | -6.5% | -95.5% | +89.0% | +15.3% |
| YTD | -3.6% | -93.1% | +89.4% | +5.6% |
| 1Y | -8.2% | -97.8% | +89.5% | +12.1% |
| All | -5.5% | -97.7% | +92.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling