+5.9%
TLN vs TMF
-30.5%
+36.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | +11.0% | -9.3% | +20.3% | +15.4% |
| 30D | +4.9% | +1.9% | +3.0% | +1.9% |
| 3M | +4.9% | -11.2% | +16.1% | +11.4% |
| 6M | +7.1% | -17.7% | +24.8% | +20.4% |
| YTD | +0.3% | -24.5% | +24.8% | +22.6% |
| 1Y | +5.9% | -29.4% | +35.3% | +35.8% |
| All | +5.9% | -30.5% | +36.4% | +35.8% |
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