+172.6%
TTMI vs TLN
-17.2%
+189.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +5.1% | +6.1% |
| 7D | +5.9% | +7.1% | -1.2% | +0.8% |
| 30D | -4.3% | -3.9% | -0.4% | -1.3% |
| 3M | -32.0% | -16.2% | -15.9% | -22.6% |
| 6M | +19.5% | -5.8% | +25.3% | +24.8% |
| YTD | +82.0% | -15.4% | +97.5% | +96.4% |
| 1Y | +172.6% | -16.7% | +189.3% | +186.9% |
| All | +172.6% | -17.2% | +189.8% | +186.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling