+731.6%
TLN vs MKC
-41.7%
+773.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +1.9% |
| 7D | +22.3% | -7.3% | +29.6% | +20.3% |
| 30D | +1.2% | +4.0% | -2.8% | +2.1% |
| 3M | +5.9% | -11.5% | +17.4% | +4.4% |
| 6M | +3.2% | +1.1% | +2.2% | +3.7% |
| YTD | +3.2% | -29.9% | +33.1% | +1.1% |
| 1Y | +5.2% | -27.0% | +32.2% | +3.4% |
| 3Y | +606.3% | -22.3% | +628.6% | +578.4% |
| All | +731.6% | -41.7% | +773.3% | +702.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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