+575.3%
TLN vs USFR
+14.3%
+561.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | -4.1% | +0.4% | -4.4% | -4.8% |
| 3M | +4.4% | +1.1% | +3.4% | +2.0% |
| 6M | -6.0% | +2.0% | -8.0% | -10.1% |
| YTD | -3.1% | +3.4% | -6.5% | -13.2% |
| 1Y | -6.1% | +4.1% | -10.2% | -19.9% |
| 3Y | +575.3% | +14.3% | +561.0% | +231.3% |
| All | +575.3% | +14.3% | +561.0% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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