+570.0%
TLN vs TDY
+51.5%
+518.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.7% |
| 7D | +2.0% | -1.9% | +3.8% | +2.9% |
| 30D | -12.9% | -12.5% | -0.4% | -6.8% |
| 3M | -7.4% | -0.8% | -6.6% | -7.1% |
| 6M | -6.0% | -9.0% | +2.9% | -1.7% |
| YTD | -16.9% | +16.8% | -33.7% | -22.7% |
| 1Y | -22.6% | +9.5% | -32.1% | -26.1% |
| 3Y | +469.0% | +45.4% | +423.6% | +399.4% |
| All | +570.0% | +51.5% | +518.5% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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