+581.7%
TLN vs MTB
+115.2%
+466.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +3.8% |
| 7D | +7.1% | +1.7% | +5.3% | +6.5% |
| 30D | -3.9% | -4.2% | +0.3% | -2.7% |
| 3M | -16.2% | +8.9% | -25.0% | -18.7% |
| 6M | -5.8% | +10.9% | -16.7% | -9.3% |
| YTD | -15.4% | +21.5% | -36.9% | -20.9% |
| 1Y | -16.7% | +21.9% | -38.6% | -22.3% |
| 3Y | +473.8% | +109.2% | +364.5% | +389.3% |
| All | +581.7% | +115.2% | +466.5% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling