+77.8%
TLN vs SARO
-22.5%
+100.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.4% |
| 7D | -1.3% | -3.1% | +1.8% | +0.1% |
| 30D | -14.3% | -12.2% | -2.1% | -8.9% |
| 3M | -9.3% | -7.4% | -1.9% | -7.0% |
| 6M | -1.1% | -15.3% | +14.2% | +4.9% |
| YTD | -16.6% | -16.2% | -0.4% | -11.1% |
| 1Y | -22.0% | -12.1% | -9.9% | -19.2% |
| All | +77.8% | -22.5% | +100.2% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling