+583.3%
TLN vs MDY
+58.9%
+524.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +3.9% |
| 7D | +15.9% | +0.2% | +15.7% | +15.7% |
| 30D | -0.3% | +2.1% | -2.4% | -2.8% |
| 3M | +5.8% | -3.6% | +9.5% | +11.3% |
| 6M | -1.2% | +1.7% | -2.9% | -2.1% |
| YTD | +1.0% | +13.8% | -12.8% | -11.3% |
| 1Y | +1.1% | +15.5% | -14.4% | -12.6% |
| All | +583.3% | +58.9% | +524.5% | +420.5% |
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