+572.6%
TLN vs MDY
+57.2%
+515.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -1.3% | -1.9% | +0.5% | +0.8% |
| 30D | -14.3% | -4.6% | -9.7% | -9.4% |
| 3M | -9.3% | -1.2% | -8.1% | -7.6% |
| 6M | -1.1% | +9.2% | -10.3% | -8.9% |
| YTD | -16.6% | +13.1% | -29.6% | -25.3% |
| 1Y | -22.0% | +13.0% | -35.0% | -30.0% |
| 3Y | +470.2% | +49.2% | +421.0% | +356.8% |
| All | +572.6% | +57.2% | +515.4% | +442.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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