+479.0%
TLN vs M
+117.7%
+361.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.3% |
| 7D | +7.1% | +4.7% | +2.3% | +6.2% |
| 30D | -3.9% | -9.6% | +5.8% | -2.2% |
| 3M | -16.2% | +0.9% | -17.0% | -16.5% |
| 6M | -5.8% | +22.3% | -28.1% | -9.5% |
| YTD | -15.4% | +6.5% | -22.0% | -17.1% |
| 1Y | -16.7% | +38.8% | -55.4% | -22.2% |
| All | +479.0% | +117.7% | +361.3% | +429.1% |
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