+482.8%
TLN vs MNDY
-52.8%
+535.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | +5.8% | -14.1% | +20.0% | +7.6% |
| 30D | -6.9% | -8.5% | +1.6% | -6.3% |
| 3M | -10.9% | -2.5% | -8.3% | -11.6% |
| 6M | -4.6% | +0.1% | -4.7% | -6.7% |
| YTD | -14.7% | -45.0% | +30.3% | -7.3% |
| 1Y | -17.9% | -58.1% | +40.2% | -6.3% |
| All | +482.8% | -52.8% | +535.6% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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