+708.6%
TLN vs SM
+30.1%
+678.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | +11.0% | +9.4% | +1.6% | +9.8% |
| 30D | +4.9% | -14.4% | +19.3% | +6.6% |
| 3M | +4.9% | +1.6% | +3.4% | +4.2% |
| 6M | +7.1% | +6.3% | +0.8% | +5.1% |
| YTD | +0.3% | +78.8% | -78.5% | -13.4% |
| 1Y | +5.9% | +83.1% | -77.2% | -9.5% |
| 3Y | +578.5% | -5.9% | +584.4% | +570.2% |
| All | +708.6% | +30.1% | +678.5% | +675.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling