-17.3%
TLN vs TMF
-23.9%
+6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.5% | -11.0% | -9.5% |
| 7D | -6.0% | +4.0% | -10.0% | -7.8% |
| 30D | -1.5% | +19.5% | -21.0% | -10.9% |
| 3M | -3.9% | -3.5% | -0.4% | -1.2% |
| 6M | -15.0% | -10.6% | -4.5% | -7.7% |
| YTD | -12.8% | -17.1% | +4.2% | +1.3% |
| 1Y | -17.3% | -24.3% | +6.9% | -4.3% |
| All | -17.3% | -23.9% | +6.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling