+600.6%
TLN vs MKC
-35.5%
+636.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.7% |
| 7D | +10.9% | -4.3% | +15.3% | +10.1% |
| 30D | -6.3% | -2.0% | -4.3% | -6.5% |
| 3M | -10.7% | +10.0% | -20.7% | -9.3% |
| 6M | +1.6% | -18.5% | +20.1% | +1.0% |
| YTD | -13.1% | -22.4% | +9.3% | -13.8% |
| 1Y | -15.1% | -23.6% | +8.6% | -15.7% |
| 3Y | +495.0% | -30.4% | +525.5% | +482.4% |
| All | +600.6% | -35.5% | +636.1% | +584.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling