-17.3%
TLN vs REPL
+125.1%
-142.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.2% | -8.7% | -8.5% |
| 7D | -6.0% | +28.8% | -34.9% | -6.6% |
| 30D | -1.5% | +57.3% | -58.9% | -2.7% |
| 3M | -3.9% | +73.6% | -77.5% | -5.3% |
| 6M | -15.0% | +582.8% | -597.9% | -20.3% |
| YTD | -12.8% | +112.9% | -125.7% | -23.4% |
| 1Y | -17.3% | +130.7% | -148.0% | -28.7% |
| All | -17.3% | +125.1% | -142.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling