+59.4%
BE vs TLN
+3.1%
+56.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -5.4% |
| 7D | +20.5% | +22.3% | -1.7% | +2.2% |
| 30D | -23.4% | +1.2% | -24.5% | -23.5% |
| 3M | -14.9% | +5.9% | -20.8% | -18.5% |
| 6M | -28.1% | +3.2% | -31.3% | -28.5% |
| YTD | +132.4% | +3.2% | +129.2% | +108.9% |
| 1Y | +59.4% | +5.2% | +54.1% | +42.2% |
| All | +59.4% | +3.1% | +56.3% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling