+628.3%
TLN vs RACE
+43.1%
+585.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.4% |
| 7D | -1.3% | +5.1% | -6.4% | -2.5% |
| 30D | -10.5% | +7.7% | -18.2% | -12.1% |
| 3M | +0.1% | +2.2% | -2.1% | -0.5% |
| 6M | -17.4% | +23.8% | -41.2% | -21.6% |
| YTD | -9.7% | +13.9% | -23.6% | -12.9% |
| 1Y | -12.3% | +3.8% | -16.0% | -14.0% |
| 3Y | +528.3% | +28.0% | +500.2% | +489.0% |
| All | +628.3% | +43.1% | +585.1% | +561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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