+587.5%
TLN vs MDY
+57.4%
+530.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.7% |
| 7D | +5.8% | -0.8% | +6.6% | +6.8% |
| 30D | -6.9% | -3.9% | -3.0% | -2.3% |
| 3M | -10.9% | 0.0% | -10.8% | -10.3% |
| 6M | -4.6% | +8.5% | -13.2% | -11.5% |
| YTD | -14.7% | +13.2% | -27.9% | -23.8% |
| 1Y | -17.9% | +15.0% | -32.9% | -27.7% |
| 3Y | +483.9% | +49.6% | +434.3% | +366.8% |
| All | +587.5% | +57.4% | +530.1% | +453.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling