-16.7%
TLN vs SM
+36.8%
-53.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +6.8% | +3.2% |
| 7D | +7.1% | -0.5% | +7.5% | +7.0% |
| 30D | -3.9% | +25.6% | -29.5% | +0.3% |
| 3M | -16.2% | +8.0% | -24.2% | -14.5% |
| 6M | -5.8% | +50.8% | -56.6% | +2.2% |
| YTD | -15.4% | +97.9% | -113.3% | -6.1% |
| 1Y | -16.7% | +33.8% | -50.5% | -5.7% |
| All | -16.7% | +36.8% | -53.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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