-15.4%
TRI vs TLN
+574.4%
-589.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -7.9% | -1.3% | -6.5% | -7.9% |
| 30D | -4.5% | -14.3% | +9.8% | -4.6% |
| 3M | +22.1% | -9.3% | +31.4% | +21.6% |
| 6M | -2.8% | -1.1% | -1.7% | -3.7% |
| YTD | -23.4% | -16.6% | -6.8% | -23.6% |
| 1Y | -41.5% | -22.0% | -19.5% | -41.6% |
| 3Y | -19.2% | +470.2% | -489.4% | -22.0% |
| All | -15.4% | +574.4% | -589.8% | -14.4% |
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