+628.3%
TLN vs TAP
-27.9%
+656.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +6.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.0% |
| 30D | -10.5% | +9.1% | -19.6% | -8.8% |
| 3M | +0.1% | -3.8% | +3.9% | 0.0% |
| 6M | -17.4% | -3.4% | -14.0% | -17.0% |
| YTD | -9.7% | -10.6% | +1.0% | -9.9% |
| 1Y | -12.3% | -4.4% | -7.8% | -11.6% |
| 3Y | +528.3% | -24.4% | +552.6% | +517.2% |
| All | +628.3% | -27.9% | +656.1% | +633.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling