+578.5%
TLN vs SFM
+27.3%
+551.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | +11.0% | +6.0% | +5.0% | +10.4% |
| 30D | +4.9% | -19.5% | +24.4% | +7.1% |
| 3M | +4.9% | -37.0% | +41.9% | +11.2% |
| 6M | +7.1% | -41.0% | +48.1% | +14.2% |
| YTD | +0.3% | -34.6% | +35.0% | +3.7% |
| 1Y | +5.9% | -36.3% | +42.2% | +10.0% |
| 3Y | +578.5% | +24.5% | +553.9% | +589.1% |
| All | +578.5% | +27.3% | +551.1% | +589.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling