-17.3%
TLN vs SM
+70.4%
-87.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -15.3% | +6.8% | -11.0% |
| 7D | -6.0% | -21.5% | +15.5% | -10.1% |
| 30D | -1.5% | -11.4% | +9.9% | -2.8% |
| 3M | -3.9% | +0.6% | -4.5% | -1.9% |
| 6M | -15.0% | +0.2% | -15.3% | -12.0% |
| YTD | -12.8% | +69.7% | -82.5% | +4.6% |
| 1Y | -17.3% | +71.6% | -88.9% | -0.3% |
| All | -17.3% | +70.4% | -87.7% | -0.3% |
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