+804.3%
TTMI vs TLN
+589.3%
+215.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -3.1% |
| 7D | +7.5% | +5.8% | +1.6% | +5.1% |
| 30D | -4.5% | -6.9% | +2.4% | -1.4% |
| 3M | -28.5% | -10.9% | -17.6% | -24.4% |
| 6M | +28.4% | -4.6% | +33.0% | +32.4% |
| YTD | +80.1% | -14.7% | +94.8% | +91.6% |
| 1Y | +161.0% | -17.9% | +178.9% | +182.0% |
| 3Y | +862.4% | +483.9% | +378.6% | +652.7% |
| All | +804.3% | +589.3% | +215.0% | +630.5% |
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