+559.7%
TLN vs TMF
-30.8%
+590.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.4% |
| 7D | +1.1% | -1.1% | +2.1% | +1.1% |
| 30D | -4.6% | +11.8% | -16.4% | -5.1% |
| 3M | +5.2% | -4.0% | +9.3% | +5.5% |
| 6M | -6.5% | -16.5% | +10.0% | -5.8% |
| YTD | -3.6% | -19.9% | +16.3% | -2.7% |
| 1Y | -8.2% | -25.6% | +17.3% | -7.8% |
| 3Y | +559.7% | -29.9% | +589.6% | +561.0% |
| All | +559.7% | -30.8% | +590.5% | +561.0% |
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