+676.7%
TLN vs SM
+17.4%
+659.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.7% |
| 7D | +1.1% | -19.5% | +20.6% | +3.6% |
| 30D | -4.6% | -20.2% | +15.6% | -2.2% |
| 3M | +5.2% | -6.5% | +11.7% | +5.6% |
| 6M | -6.5% | +1.6% | -8.1% | -8.0% |
| YTD | -3.6% | +61.2% | -64.9% | -15.8% |
| 1Y | -8.2% | +65.4% | -73.6% | -20.8% |
| 3Y | +559.7% | -13.0% | +572.7% | +559.1% |
| All | +676.7% | +17.4% | +659.4% | +653.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling