-3.3%
BDX vs TLN
+589.3%
-592.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.4% |
| 7D | -4.1% | +5.8% | -10.0% | -4.1% |
| 30D | +0.1% | -6.9% | +6.9% | 0.0% |
| 3M | +18.3% | -10.9% | +29.1% | +18.1% |
| 6M | +10.1% | -4.6% | +14.7% | +10.0% |
| YTD | +19.4% | -14.7% | +34.2% | +19.2% |
| 1Y | +22.3% | -17.9% | +40.3% | +22.1% |
| 3Y | -9.4% | +483.9% | -493.2% | -15.4% |
| All | -3.3% | +589.3% | -592.6% | -9.6% |
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