-16.7%
TLN vs SPY
+20.8%
-37.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.5% |
| 7D | +7.1% | +0.1% | +6.9% | +6.8% |
| 30D | -3.9% | +0.1% | -3.9% | -3.9% |
| 3M | -16.2% | +2.0% | -18.1% | -19.2% |
| 6M | -5.8% | +13.0% | -18.8% | -23.4% |
| YTD | -15.4% | +13.5% | -29.0% | -32.0% |
| 1Y | -16.7% | +20.0% | -36.6% | -38.6% |
| All | -16.7% | +20.8% | -37.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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