+578.5%
TLN vs SPY
+78.1%
+500.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | +11.0% | +2.6% | +8.4% | +6.9% |
| 30D | +4.9% | -2.0% | +6.9% | +8.1% |
| 3M | +4.9% | -2.8% | +7.7% | +10.0% |
| 6M | +7.1% | +2.1% | +5.0% | +4.5% |
| YTD | +0.3% | +11.5% | -11.2% | -13.7% |
| 1Y | +5.9% | +13.5% | -7.6% | -11.0% |
| 3Y | +578.5% | +77.7% | +500.8% | +321.5% |
| All | +578.5% | +78.1% | +500.4% | +321.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling