+581.7%
TLN vs USFR
+15.6%
+566.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.7% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -3.9% | +0.3% | -4.2% | -4.0% |
| 3M | -16.2% | +1.0% | -17.2% | -16.5% |
| 6M | -5.8% | +1.9% | -7.8% | -7.5% |
| YTD | -15.4% | +2.6% | -18.0% | -18.3% |
| 1Y | -16.7% | +4.0% | -20.7% | -22.4% |
| 3Y | +473.8% | +14.1% | +459.7% | +395.0% |
| All | +581.7% | +15.6% | +566.1% | +747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling