+150.8%
TT vs TLN
+683.0%
-532.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.2% | -2.6% | +3.1% |
| 7D | +1.7% | +9.1% | -7.3% | -0.3% |
| 30D | -11.8% | -4.1% | -7.8% | -11.2% |
| 3M | -12.6% | +4.4% | -17.0% | -14.0% |
| 6M | -9.4% | -6.0% | -3.4% | -9.4% |
| YTD | +8.8% | -3.1% | +11.9% | +6.8% |
| 1Y | -2.5% | -6.1% | +3.5% | -3.9% |
| 3Y | +95.7% | +575.3% | -479.7% | +35.1% |
| All | +150.8% | +683.0% | -532.2% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling