+1,709.5%
BE vs TLN
+580.6%
+1,129.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.2% | -3.2% |
| 7D | +10.8% | +11.0% | -0.2% | +4.5% |
| 30D | -19.8% | +4.9% | -24.7% | -21.2% |
| 3M | -18.7% | +4.9% | -23.6% | -20.1% |
| 6M | -33.7% | +7.1% | -40.9% | -34.0% |
| YTD | +121.0% | +0.3% | +120.6% | +120.2% |
| 1Y | +85.4% | +5.9% | +79.5% | +81.6% |
| 3Y | +1,709.5% | +578.5% | +1,131.0% | +841.7% |
| All | +1,709.5% | +580.6% | +1,129.0% | +841.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling