+495.0%
TLN vs MDY
+51.1%
+443.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.5% |
| 7D | +10.9% | +1.0% | +9.9% | +9.6% |
| 30D | -6.3% | -3.1% | -3.2% | -2.5% |
| 3M | -10.7% | +1.8% | -12.5% | -12.1% |
| 6M | +1.6% | +10.8% | -9.2% | -8.2% |
| YTD | -13.1% | +14.4% | -27.5% | -23.7% |
| 1Y | -15.1% | +15.2% | -30.3% | -25.8% |
| 3Y | +495.0% | +51.2% | +443.8% | +367.9% |
| All | +495.0% | +51.1% | +443.9% | +367.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling