+476.4%
TLN vs SM
-6.8%
+483.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.1% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -3.9% | +26.3% | -30.2% | -6.7% |
| 3M | -16.2% | +8.7% | -24.8% | -17.2% |
| 6M | -5.8% | +51.7% | -57.5% | -13.9% |
| YTD | -15.4% | +99.0% | -114.5% | -28.1% |
| 1Y | -16.7% | +34.6% | -51.3% | -21.6% |
| All | +476.4% | -6.8% | +483.2% | +466.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling