+528.3%
TLN vs M
+100.8%
+427.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.7% | +7.8% |
| 7D | -1.3% | -4.3% | +3.0% | -0.9% |
| 30D | -10.5% | +1.3% | -11.8% | -11.1% |
| 3M | +0.1% | -7.4% | +7.5% | +0.8% |
| 6M | -17.4% | +18.3% | -35.7% | -20.7% |
| YTD | -9.7% | +7.6% | -17.2% | -12.2% |
| 1Y | -12.3% | +17.4% | -29.6% | -16.3% |
| 3Y | +528.3% | +108.4% | +419.9% | +448.2% |
| All | +528.3% | +100.8% | +427.5% | +448.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling