-15.1%
TLN vs SFM
-45.2%
+30.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.3% | +2.6% |
| 7D | +10.9% | -5.8% | +16.7% | +10.7% |
| 30D | -6.3% | -11.4% | +5.0% | -6.7% |
| 3M | -10.7% | -12.2% | +1.5% | -10.8% |
| 6M | +1.6% | -5.2% | +6.8% | +0.8% |
| YTD | -13.1% | -4.5% | -8.6% | -13.1% |
| 1Y | -15.1% | -45.4% | +30.3% | -11.4% |
| All | -15.1% | -45.2% | +30.2% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling