+714.4%
TLN vs TMF
-58.8%
+773.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +15.9% | -3.4% | +19.2% | +16.0% |
| 30D | -0.3% | +11.5% | -11.8% | -0.9% |
| 3M | +5.8% | -4.5% | +10.3% | +6.1% |
| 6M | -1.2% | -15.0% | +13.7% | -0.5% |
| YTD | +1.0% | -19.9% | +20.9% | +2.1% |
| 1Y | +1.1% | -26.6% | +27.7% | +1.9% |
| 3Y | +591.7% | -29.8% | +621.5% | +587.8% |
| All | +714.4% | -58.8% | +773.2% | +744.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling