-16.7%
TLN vs MKTX
-8.5%
-8.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | +7.1% | +0.4% | +6.7% | +7.1% |
| 30D | -3.9% | +1.1% | -5.0% | -3.9% |
| 3M | -16.2% | +36.1% | -52.3% | -14.0% |
| 6M | -5.8% | -12.9% | +7.1% | -11.9% |
| YTD | -15.4% | -8.5% | -6.9% | -20.6% |
| 1Y | -16.7% | -7.5% | -9.1% | -21.5% |
| All | -16.7% | -8.5% | -8.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling