+10.7%
TTMI vs TLN
-17.6%
+28.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.5% | -1.6% | -3.2% |
| 7D | -19.2% | -6.0% | -13.1% | -14.7% |
| 30D | -44.9% | -1.5% | -43.4% | -42.8% |
| 3M | -44.7% | -3.9% | -40.9% | -41.6% |
| 6M | -53.4% | -15.0% | -38.4% | -46.4% |
| YTD | +6.3% | -12.8% | +19.2% | +13.7% |
| 1Y | +10.7% | -17.3% | +28.0% | +26.7% |
| All | +10.7% | -17.6% | +28.3% | +26.7% |
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