+581.7%
TLN vs REPL
-19.4%
+601.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +3.8% |
| 7D | +7.1% | -3.0% | +10.0% | +7.1% |
| 30D | -3.9% | +27.1% | -31.0% | -4.3% |
| 3M | -16.2% | +52.4% | -68.5% | -17.3% |
| 6M | -5.8% | +107.4% | -113.3% | -9.0% |
| YTD | -15.4% | +54.7% | -70.2% | -18.1% |
| 1Y | -16.7% | +158.9% | -175.5% | -20.1% |
| 3Y | +473.8% | -23.7% | +497.5% | +434.5% |
| All | +581.7% | -19.4% | +601.1% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling