+479.0%
TLN vs TMF
-42.2%
+521.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +7.1% | -1.4% | +8.5% | +7.1% |
| 30D | -3.9% | -2.8% | -1.1% | -3.8% |
| 3M | -16.2% | -10.9% | -5.2% | -15.7% |
| 6M | -5.8% | -21.3% | +15.5% | -5.3% |
| YTD | -15.4% | -15.9% | +0.4% | -14.9% |
| 1Y | -16.7% | -15.7% | -0.9% | -16.1% |
| All | +479.0% | -42.2% | +521.2% | +480.2% |
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