+680.9%
TLN vs SPY
+85.2%
+595.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.9% | +3.8% |
| 7D | +9.1% | +0.1% | +9.0% | +8.6% |
| 30D | -4.1% | -3.3% | -0.8% | +0.7% |
| 3M | +4.4% | -2.4% | +6.9% | +8.5% |
| 6M | -6.0% | +2.6% | -8.6% | -8.7% |
| YTD | -3.1% | +11.2% | -14.4% | -15.4% |
| 1Y | -6.1% | +13.4% | -19.5% | -19.9% |
| 3Y | +575.3% | +79.9% | +495.4% | +330.2% |
| All | +680.9% | +85.2% | +595.7% | +406.0% |
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