+587.5%
TLN vs RUN
-53.6%
+641.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.5% |
| 7D | +5.8% | -1.8% | +7.6% | +6.0% |
| 30D | -6.9% | -10.8% | +4.0% | -5.9% |
| 3M | -10.9% | -30.2% | +19.3% | -8.3% |
| 6M | -4.6% | -22.3% | +17.7% | -2.7% |
| YTD | -14.7% | -52.2% | +37.5% | -10.8% |
| 1Y | -17.9% | -45.1% | +27.2% | -14.8% |
| 3Y | +483.9% | -37.1% | +521.0% | +485.3% |
| All | +587.5% | -53.6% | +641.1% | +596.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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