+581.7%
TLN vs SPY
+89.0%
+492.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.3% |
| 7D | +7.1% | +0.1% | +6.9% | +6.9% |
| 30D | -3.9% | +0.1% | -3.9% | -3.9% |
| 3M | -16.2% | +2.0% | -18.1% | -18.2% |
| 6M | -5.8% | +13.0% | -18.8% | -20.0% |
| YTD | -15.4% | +13.5% | -29.0% | -28.4% |
| 1Y | -16.7% | +20.0% | -36.6% | -34.1% |
| 3Y | +473.8% | +77.2% | +396.6% | +259.8% |
| All | +581.7% | +89.0% | +492.7% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling