+1,101.4%
BE vs TLN
+630.2%
+471.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | -0.8% |
| 7D | -14.7% | -1.3% | -13.4% | -13.8% |
| 30D | -40.5% | -10.5% | -30.0% | -36.0% |
| 3M | -24.3% | +0.1% | -24.4% | -23.7% |
| 6M | -39.3% | -17.4% | -21.9% | -31.0% |
| YTD | +99.4% | -9.7% | +109.0% | +110.7% |
| 1Y | +26.6% | -12.3% | +38.8% | +37.3% |
| 3Y | +1,616.9% | +528.3% | +1,088.7% | +860.3% |
| All | +1,101.4% | +630.2% | +471.2% | +541.2% |
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 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