+1,185.9%
BE vs TLN
+678.8%
+507.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.0% |
| 7D | -13.4% | +1.1% | -14.5% | -13.6% |
| 30D | -33.9% | -4.6% | -29.3% | -31.4% |
| 3M | -12.0% | +5.2% | -17.2% | -13.6% |
| 6M | -29.0% | -6.5% | -22.4% | -24.4% |
| YTD | +113.4% | -3.6% | +117.0% | +117.5% |
| 1Y | +33.2% | -8.2% | +41.4% | +40.5% |
| 3Y | +1,659.2% | +559.7% | +1,099.5% | +854.0% |
| All | +1,185.9% | +678.8% | +507.0% | +561.8% |
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