+680.9%
TLN vs SM
+15.7%
+665.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.7% | +10.0% | +7.5% |
| 7D | +9.1% | -22.3% | +31.3% | +12.2% |
| 30D | -4.1% | -21.4% | +17.3% | -1.5% |
| 3M | +4.4% | +1.4% | +3.1% | +3.7% |
| 6M | -6.0% | +0.1% | -6.1% | -7.4% |
| YTD | -3.1% | +59.0% | -62.1% | -15.2% |
| 1Y | -6.1% | +64.3% | -70.4% | -18.9% |
| 3Y | +575.3% | -13.1% | +588.5% | +575.6% |
| All | +680.9% | +15.7% | +665.2% | +658.9% |
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