+495.0%
TLN vs RUN
-35.6%
+530.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +2.4% |
| 7D | +10.9% | +10.2% | +0.8% | +10.0% |
| 30D | -6.3% | -9.6% | +3.3% | -5.5% |
| 3M | -10.7% | -31.5% | +20.8% | -8.0% |
| 6M | +1.6% | -18.7% | +20.3% | +3.2% |
| YTD | -13.1% | -49.9% | +36.8% | -9.5% |
| 1Y | -15.1% | -45.5% | +30.5% | -12.0% |
| 3Y | +495.0% | -34.1% | +529.1% | +491.6% |
| All | +495.0% | -35.6% | +530.6% | +491.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling