+298.7%
TSM vs TLN
+630.2%
-331.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +3.8% |
| 7D | -7.6% | -1.3% | -6.3% | -7.2% |
| 30D | -20.5% | -10.5% | -10.0% | -17.5% |
| 3M | -10.0% | +0.1% | -10.1% | -10.9% |
| 6M | -10.1% | -17.4% | +7.4% | -5.5% |
| YTD | +24.5% | -9.7% | +34.2% | +24.8% |
| 1Y | +31.2% | -12.3% | +43.4% | +32.4% |
| 3Y | +322.0% | +528.3% | -206.3% | +127.3% |
| All | +298.7% | +630.2% | -331.6% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling