+528.3%
TLN vs TMF
-25.3%
+553.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | -10.5% | +19.7% | -30.2% | -11.2% |
| 3M | +0.1% | -2.1% | +2.2% | +0.3% |
| 6M | -17.4% | -13.4% | -4.0% | -16.8% |
| YTD | -9.7% | -16.7% | +7.1% | -8.9% |
| 1Y | -12.3% | -23.3% | +11.1% | -11.9% |
| 3Y | +528.3% | -24.8% | +553.1% | +523.0% |
| All | +528.3% | -25.3% | +553.6% | +523.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling