+680.9%
TLN vs TAP
-28.7%
+709.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.0% |
| 7D | +9.1% | -7.8% | +16.9% | +7.3% |
| 30D | -4.1% | +7.1% | -11.2% | -2.6% |
| 3M | +4.4% | -7.0% | +11.5% | +3.7% |
| 6M | -6.0% | -3.8% | -2.2% | -5.7% |
| YTD | -3.1% | -11.7% | +8.6% | -3.6% |
| 1Y | -6.1% | -10.1% | +4.0% | -6.3% |
| 3Y | +575.3% | -23.7% | +599.0% | +562.5% |
| All | +680.9% | -28.7% | +709.6% | +684.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling