+33.2%
BE vs TLN
-8.6%
+41.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -3.9% |
| 7D | -13.4% | +1.1% | -14.5% | -13.9% |
| 30D | -33.9% | -4.6% | -29.3% | -30.7% |
| 3M | -12.0% | +5.2% | -17.2% | -15.0% |
| 6M | -29.0% | -6.5% | -22.4% | -24.1% |
| YTD | +113.4% | -3.6% | +117.0% | +103.1% |
| 1Y | +33.2% | -8.2% | +41.4% | +43.4% |
| All | +33.2% | -8.6% | +41.7% | +43.4% |
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