+578.5%
TLN vs SM
-3.9%
+582.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | +11.0% | +9.4% | +1.6% | +9.7% |
| 30D | +4.9% | -14.4% | +19.3% | +6.8% |
| 3M | +4.9% | +1.6% | +3.4% | +4.1% |
| 6M | +7.1% | +6.3% | +0.8% | +4.9% |
| YTD | +0.3% | +78.8% | -78.5% | -14.9% |
| 1Y | +5.9% | +83.1% | -77.2% | -11.2% |
| 3Y | +578.5% | -5.9% | +584.4% | +581.7% |
| All | +578.5% | -3.9% | +582.4% | +581.7% |
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