+587.5%
TLN vs MTB
+113.6%
+473.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +5.8% | +1.1% | +4.8% | +5.5% |
| 30D | -6.9% | -4.6% | -2.2% | -5.6% |
| 3M | -10.9% | +6.3% | -17.1% | -12.9% |
| 6M | -4.6% | +15.6% | -20.2% | -9.4% |
| YTD | -14.7% | +20.6% | -35.3% | -20.0% |
| 1Y | -17.9% | +22.5% | -40.4% | -23.5% |
| 3Y | +483.9% | +114.4% | +369.4% | +397.7% |
| All | +587.5% | +113.6% | +473.9% | +487.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling