+600.6%
TLN vs MTB
+114.0%
+486.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +10.9% | +2.8% | +8.1% | +10.0% |
| 30D | -6.3% | -4.2% | -2.1% | -5.1% |
| 3M | -10.7% | +7.8% | -18.5% | -13.1% |
| 6M | +1.6% | +14.8% | -13.2% | -3.2% |
| YTD | -13.1% | +20.8% | -33.9% | -18.5% |
| 1Y | -15.1% | +23.1% | -38.2% | -21.0% |
| 3Y | +495.0% | +114.8% | +380.2% | +407.0% |
| All | +600.6% | +114.0% | +486.6% | +498.4% |
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