+425.7%
TTMI vs TLN
+678.8%
-253.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -11.5% | +1.1% | -12.6% | -11.5% |
| 30D | -40.3% | -4.6% | -35.7% | -37.8% |
| 3M | -44.5% | +5.2% | -49.7% | -44.6% |
| 6M | -54.1% | -6.5% | -47.6% | -51.9% |
| YTD | +4.7% | -3.6% | +8.3% | +7.6% |
| 1Y | +3.3% | -8.2% | +11.6% | +8.0% |
| 3Y | +407.2% | +559.7% | -152.5% | +281.8% |
| All | +425.7% | +678.8% | -253.1% | +310.2% |
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 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