+581.7%
TLN vs RUN
-53.2%
+634.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.8% |
| 7D | +7.1% | +1.3% | +5.8% | +6.9% |
| 30D | -3.9% | -15.3% | +11.4% | -2.6% |
| 3M | -16.2% | -40.0% | +23.9% | -12.8% |
| 6M | -5.8% | -27.0% | +21.1% | -3.6% |
| YTD | -15.4% | -51.7% | +36.3% | -11.7% |
| 1Y | -16.7% | -45.9% | +29.2% | -13.6% |
| 3Y | +473.8% | -43.8% | +517.5% | +478.2% |
| All | +581.7% | -53.2% | +634.9% | +590.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling