+600.6%
TLN vs SM
+50.1%
+550.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +2.3% |
| 7D | +10.9% | -0.2% | +11.1% | +10.9% |
| 30D | -6.3% | +31.5% | -37.8% | -9.5% |
| 3M | -10.7% | +17.3% | -28.0% | -12.7% |
| 6M | +1.6% | +48.5% | -46.9% | -6.0% |
| YTD | -13.1% | +106.3% | -119.3% | -25.9% |
| 1Y | -15.1% | +47.3% | -62.3% | -21.5% |
| 3Y | +495.0% | -1.4% | +496.4% | +483.1% |
| All | +600.6% | +50.1% | +550.4% | +562.9% |
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