+79.6%
TSM vs TLN
-16.8%
+96.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.3% |
| 7D | +6.0% | +10.9% | -4.9% | +1.8% |
| 30D | +4.5% | -6.3% | +10.8% | +6.9% |
| 3M | +3.1% | -10.7% | +13.8% | +6.9% |
| 6M | +30.2% | +1.6% | +28.6% | +27.3% |
| YTD | +45.2% | -13.1% | +58.3% | +47.7% |
| 1Y | +79.6% | -15.1% | +94.6% | +97.2% |
| All | +79.6% | -16.8% | +96.4% | +97.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling