+81.7%
TLN vs SARO
-21.9%
+103.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | +5.8% | +0.6% | +5.2% | +5.5% |
| 30D | -6.9% | -14.5% | +7.7% | +0.2% |
| 3M | -10.9% | -5.3% | -5.6% | -9.6% |
| 6M | -4.6% | -15.3% | +10.7% | +1.3% |
| YTD | -14.7% | -15.6% | +0.8% | -9.5% |
| 1Y | -17.9% | -9.1% | -8.8% | -16.4% |
| All | +81.7% | -21.9% | +103.6% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling