+714.4%
TLN vs M
+105.8%
+608.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +15.9% | -3.3% | +19.2% | +16.4% |
| 30D | -0.3% | +8.1% | -8.4% | -1.8% |
| 3M | +5.8% | +2.2% | +3.6% | +5.0% |
| 6M | -1.2% | +35.1% | -36.4% | -6.6% |
| YTD | +1.0% | +15.8% | -14.8% | -2.6% |
| 1Y | +1.1% | +25.8% | -24.7% | -4.0% |
| 3Y | +591.7% | +156.2% | +435.5% | +522.9% |
| All | +714.4% | +105.8% | +608.6% | +632.7% |
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