-17.4%
TLN vs IRE
-93.7%
+76.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +39.6% | -32.5% | +1.8% |
| 7D | -1.3% | -27.2% | +25.9% | +0.7% |
| 30D | -10.5% | -75.1% | +64.6% | +2.2% |
| 3M | +0.1% | -77.9% | +78.0% | +13.9% |
| 6M | -17.4% | -94.6% | +77.2% | +6.2% |
| All | -17.4% | -93.7% | +76.3% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling