-7.7%
TLN vs SM
+62.4%
-70.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.7% | +10.0% | +6.8% |
| 7D | +9.1% | -22.3% | +31.3% | +4.6% |
| 30D | -4.1% | -21.4% | +17.3% | -7.6% |
| 3M | +4.4% | +1.4% | +3.1% | +7.5% |
| 6M | -6.0% | +0.1% | -6.1% | -2.1% |
| YTD | -3.1% | +59.0% | -62.1% | +14.8% |
| All | -7.7% | +62.4% | -70.1% | +9.3% |
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