+680.9%
TLN vs MTB
+99.9%
+581.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +6.6% |
| 7D | +9.1% | -0.8% | +9.8% | +9.2% |
| 30D | -4.1% | +2.4% | -6.5% | -4.8% |
| 3M | +4.4% | -10.5% | +14.9% | +7.7% |
| 6M | -6.0% | +6.4% | -12.4% | -8.5% |
| YTD | -3.1% | +12.8% | -15.9% | -7.5% |
| 1Y | -6.1% | +23.3% | -29.3% | -12.8% |
| 3Y | +575.3% | +108.2% | +467.1% | +485.5% |
| All | +680.9% | +99.9% | +581.0% | +579.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling