+841.4%
TTMI vs TLN
+602.5%
+238.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.8% |
| 7D | +12.2% | +10.9% | +1.2% | +7.4% |
| 30D | -5.7% | -6.3% | +0.6% | -2.9% |
| 3M | -27.5% | -10.7% | -16.8% | -23.5% |
| 6M | +47.1% | +1.6% | +45.5% | +48.5% |
| YTD | +87.5% | -13.1% | +100.6% | +97.8% |
| 1Y | +175.2% | -15.1% | +190.3% | +193.7% |
| 3Y | +901.9% | +495.0% | +406.9% | +677.2% |
| All | +841.4% | +602.5% | +238.9% | +654.3% |
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