-7.7%
TLN vs M
+25.7%
-33.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +6.5% |
| 7D | +9.1% | +2.5% | +6.5% | +8.7% |
| 30D | -4.1% | +10.1% | -14.1% | -5.5% |
| 3M | +4.4% | -0.9% | +5.4% | +4.7% |
| 6M | -6.0% | +30.2% | -36.2% | -10.8% |
| YTD | -3.1% | +16.3% | -19.4% | -8.3% |
| All | -7.7% | +25.7% | -33.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling