+628.3%
TLN vs SM
+19.0%
+609.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +7.0% |
| 7D | -1.3% | -25.9% | +24.6% | +2.0% |
| 30D | -10.5% | -15.1% | +4.6% | -8.8% |
| 3M | +0.1% | +4.9% | -4.8% | -1.0% |
| 6M | -17.4% | +6.1% | -23.5% | -19.3% |
| YTD | -9.7% | +63.4% | -73.1% | -21.1% |
| 1Y | -12.3% | +72.5% | -84.7% | -24.9% |
| 3Y | +528.3% | -16.9% | +545.2% | +527.8% |
| All | +628.3% | +19.0% | +609.3% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling