+581.7%
TLN vs MDY
+60.2%
+521.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.6% |
| 7D | +7.1% | +0.1% | +6.9% | +6.9% |
| 30D | -3.9% | -1.5% | -2.4% | -2.0% |
| 3M | -16.2% | +0.8% | -16.9% | -16.4% |
| 6M | -5.8% | +7.4% | -13.2% | -11.8% |
| YTD | -15.4% | +15.2% | -30.6% | -25.9% |
| 1Y | -16.7% | +16.5% | -33.2% | -27.7% |
| 3Y | +473.8% | +46.8% | +427.0% | +355.3% |
| All | +581.7% | +60.2% | +521.6% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling