+18.5%
TMO vs TLN
+574.4%
-555.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | +1.1% | -14.3% | +15.5% | +1.8% |
| 3M | +28.3% | -9.3% | +37.6% | +28.5% |
| 6M | +23.3% | -1.1% | +24.4% | +22.7% |
| YTD | +5.5% | -16.6% | +22.0% | +5.7% |
| 1Y | +24.5% | -22.0% | +46.5% | +25.0% |
| 3Y | +19.6% | +470.2% | -450.6% | +10.4% |
| All | +18.5% | +574.4% | -555.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling