+482.8%
TLN vs MKC
-31.2%
+514.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.0% |
| 7D | +5.8% | -4.3% | +10.2% | +5.1% |
| 30D | -6.9% | -3.1% | -3.7% | -7.3% |
| 3M | -10.9% | +6.8% | -17.7% | -9.8% |
| 6M | -4.6% | -18.3% | +13.7% | -5.2% |
| YTD | -14.7% | -23.1% | +8.3% | -15.5% |
| 1Y | -17.9% | -23.7% | +5.8% | -18.6% |
| All | +482.8% | -31.2% | +514.0% | +466.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling