+572.6%
TLN vs QSR
+13.9%
+558.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.3% | -4.0% | +2.7% | -1.3% |
| 30D | -14.3% | +2.8% | -17.1% | -14.4% |
| 3M | -9.3% | +5.1% | -14.4% | -9.4% |
| 6M | -1.1% | +8.8% | -9.9% | -1.6% |
| YTD | -16.6% | +14.8% | -31.4% | -17.3% |
| 1Y | -22.0% | +25.7% | -47.7% | -23.8% |
| 3Y | +470.2% | +27.5% | +442.6% | +455.3% |
| All | +572.6% | +13.9% | +558.6% | +575.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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