+312.6%
TSM vs TLN
+683.0%
-370.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.2% | -3.7% | +0.9% |
| 7D | -2.5% | +9.1% | -11.6% | -5.6% |
| 30D | -14.3% | -4.1% | -10.2% | -13.2% |
| 3M | -7.2% | +4.4% | -11.7% | -9.6% |
| 6M | -5.1% | -6.0% | +0.9% | -4.8% |
| YTD | +28.9% | -3.1% | +32.0% | +26.0% |
| 1Y | +37.1% | -6.1% | +43.1% | +35.0% |
| 3Y | +341.5% | +575.3% | -233.9% | +131.8% |
| All | +312.6% | +683.0% | -370.4% | +121.8% |
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