+731.6%
TLN vs M
+101.5%
+630.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | +22.3% | +0.6% | +21.7% | +22.1% |
| 30D | +1.2% | +7.0% | -5.8% | -0.2% |
| 3M | +5.9% | +3.1% | +2.8% | +4.9% |
| 6M | +3.2% | +33.5% | -30.3% | -2.3% |
| YTD | +3.2% | +13.4% | -10.2% | -0.2% |
| 1Y | +5.2% | +22.4% | -17.2% | +0.3% |
| 3Y | +606.3% | +150.9% | +455.4% | +537.8% |
| All | +731.6% | +101.5% | +630.1% | +650.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling