+600.6%
TLN vs MKTX
-38.2%
+638.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +10.9% | +0.4% | +10.5% | +10.9% |
| 30D | -6.3% | +1.0% | -7.3% | -6.2% |
| 3M | -10.7% | +41.3% | -52.0% | -7.1% |
| 6M | +1.6% | -11.3% | +13.0% | -0.8% |
| YTD | -13.1% | -8.6% | -4.5% | -14.7% |
| 1Y | -15.1% | -11.1% | -4.0% | -16.7% |
| 3Y | +495.0% | -24.5% | +519.5% | +480.3% |
| All | +600.6% | -38.2% | +638.8% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling