-14.1%
TRI vs TLN
+602.5%
-616.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.8% | -9.3% | -6.5% |
| 7D | -7.1% | +10.9% | -18.0% | -7.0% |
| 30D | -2.3% | -6.3% | +4.0% | -2.4% |
| 3M | +19.6% | -10.7% | +30.3% | +19.3% |
| 6M | -8.7% | +1.6% | -10.3% | -9.4% |
| YTD | -22.3% | -13.1% | -9.2% | -22.4% |
| 1Y | -40.7% | -15.1% | -25.6% | -40.8% |
| 3Y | -17.8% | +495.0% | -512.8% | -20.6% |
| All | -14.1% | +602.5% | -616.6% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling