+167.1%
TT vs TLN
+583.6%
-416.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.1% |
| 7D | 0.0% | +7.1% | -7.1% | -1.4% |
| 30D | -7.2% | -3.9% | -3.3% | -6.6% |
| 3M | -3.0% | -16.2% | +13.2% | +0.1% |
| 6M | +1.4% | -5.8% | +7.2% | +1.5% |
| YTD | +15.9% | -15.4% | +31.3% | +17.6% |
| 1Y | +9.4% | -16.7% | +26.1% | +10.8% |
| 3Y | +124.4% | +473.8% | -349.4% | +60.8% |
| All | +167.1% | +583.6% | -416.4% | +98.3% |
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