-2.7%
BDX vs TLN
+589.3%
-592.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.0% |
| 7D | -3.6% | +5.8% | -9.4% | -3.5% |
| 30D | +0.7% | -6.9% | +7.5% | +0.6% |
| 3M | +19.0% | -10.9% | +29.8% | +18.8% |
| 6M | +10.8% | -4.6% | +15.4% | +10.6% |
| YTD | +20.1% | -14.7% | +34.9% | +19.9% |
| 1Y | +23.1% | -17.9% | +41.0% | +22.8% |
| 3Y | -8.8% | +483.9% | -492.7% | -14.9% |
| All | -2.7% | +589.3% | -592.0% | -9.1% |
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