+587.5%
TLN vs SFM
+123.0%
+464.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.2% |
| 7D | +5.8% | -7.2% | +13.0% | +7.1% |
| 30D | -6.9% | -14.3% | +7.5% | -4.6% |
| 3M | -10.9% | -13.7% | +2.8% | -9.2% |
| 6M | -4.6% | -6.0% | +1.4% | -5.4% |
| YTD | -14.7% | -8.2% | -6.5% | -15.1% |
| 1Y | -17.9% | -46.2% | +28.3% | -5.9% |
| 3Y | +483.9% | +83.6% | +400.3% | +504.4% |
| All | +587.5% | +123.0% | +464.4% | +596.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling