+680.9%
TLN vs M
+106.6%
+574.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +6.1% |
| 7D | +9.1% | +2.5% | +6.5% | +8.4% |
| 30D | -4.1% | +10.1% | -14.1% | -5.8% |
| 3M | +4.4% | -0.9% | +5.4% | +4.2% |
| 6M | -6.0% | +30.2% | -36.2% | -10.6% |
| YTD | -3.1% | +16.3% | -19.4% | -6.6% |
| 1Y | -6.1% | +27.0% | -33.0% | -10.9% |
| 3Y | +575.3% | +154.5% | +420.9% | +507.6% |
| All | +680.9% | +106.6% | +574.3% | +602.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling