+472.8%
TTMI vs TLN
+716.6%
-243.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.1% | +6.6% |
| 7D | +7.2% | +15.9% | -8.6% | +0.5% |
| 30D | -28.7% | -0.3% | -28.4% | -27.2% |
| 3M | -39.8% | +5.8% | -45.6% | -40.2% |
| 6M | -51.7% | -1.2% | -50.5% | -50.6% |
| YTD | +14.1% | +1.0% | +13.0% | +14.7% |
| 1Y | +16.0% | +1.1% | +14.8% | +16.9% |
| 3Y | +452.7% | +591.7% | -139.0% | +306.9% |
| All | +472.8% | +716.6% | -243.8% | +337.2% |
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