+581.7%
TLN vs SFM
+148.3%
+433.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.3% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | -3.9% | -4.4% | +0.5% | -3.3% |
| 3M | -16.2% | +1.5% | -17.7% | -17.0% |
| 6M | -5.8% | +6.5% | -12.3% | -8.7% |
| YTD | -15.4% | +2.2% | -17.6% | -17.2% |
| 1Y | -16.7% | -41.9% | +25.2% | -5.2% |
| 3Y | +473.8% | +106.8% | +367.0% | +484.3% |
| All | +581.7% | +148.3% | +433.4% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling