-17.3%
TLN vs SARO
-7.8%
-9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.9% | -10.4% | -9.2% |
| 7D | -6.0% | +15.8% | -21.8% | -11.2% |
| 30D | -1.5% | +22.2% | -23.7% | -9.1% |
| 3M | -3.9% | -16.2% | +12.3% | +4.6% |
| 6M | -15.0% | +4.6% | -19.6% | -18.7% |
| YTD | -12.8% | -10.4% | -2.5% | -11.4% |
| 1Y | -17.3% | -6.5% | -10.8% | -18.9% |
| All | -17.3% | -7.8% | -9.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling