+7.1%
TLN vs XE
-65.2%
+72.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | +11.0% | +6.2% | +4.8% | +9.2% |
| 30D | +4.9% | -4.8% | +9.7% | +5.5% |
| 3M | +4.9% | -51.3% | +56.2% | +21.3% |
| 6M | +7.1% | -64.2% | +71.4% | +43.7% |
| All | +7.1% | -65.2% | +72.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling