+628.3%
TLN vs REPL
+15.9%
+612.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +7.0% |
| 7D | -1.3% | +22.8% | -24.1% | -1.6% |
| 30D | -10.5% | +63.8% | -74.3% | -11.3% |
| 3M | +0.1% | +68.1% | -68.0% | -0.9% |
| 6M | -17.4% | +528.5% | -545.9% | -20.6% |
| YTD | -9.7% | +122.4% | -132.1% | -13.1% |
| 1Y | -12.3% | +154.4% | -166.6% | -15.7% |
| 3Y | +528.3% | +68.0% | +460.3% | +486.1% |
| All | +628.3% | +15.9% | +612.4% | +574.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling