+354.2%
TSM vs TLN
+583.6%
-229.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.5% |
| 7D | +2.7% | +7.1% | -4.3% | +0.3% |
| 30D | +3.6% | -3.9% | +7.5% | +4.8% |
| 3M | -3.4% | -16.2% | +12.8% | +2.1% |
| 6M | +20.6% | -5.8% | +26.4% | +21.4% |
| YTD | +41.9% | -15.4% | +57.3% | +46.6% |
| 1Y | +84.4% | -16.7% | +101.0% | +90.8% |
| 3Y | +380.2% | +473.8% | -93.5% | +167.5% |
| All | +354.2% | +583.6% | -229.3% | +158.0% |
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