+731.6%
TLN vs REPL
+17.8%
+713.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | +22.3% | +9.8% | +12.5% | +22.1% |
| 30D | +1.2% | +81.5% | -80.3% | +0.2% |
| 3M | +5.9% | +44.2% | -38.3% | +5.2% |
| 6M | +3.2% | +437.4% | -434.2% | -0.5% |
| YTD | +3.2% | +126.1% | -123.0% | -0.8% |
| 1Y | +5.2% | +143.1% | -137.9% | +1.1% |
| 3Y | +606.3% | +97.8% | +508.4% | +560.8% |
| All | +731.6% | +17.8% | +713.8% | +670.2% |
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