+1,822.5%
BE vs TLN
+602.5%
+1,220.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +8.1% |
| 7D | +29.8% | +10.9% | +18.9% | +22.7% |
| 30D | +26.4% | -6.3% | +32.7% | +31.4% |
| 3M | +9.3% | -10.7% | +20.0% | +18.9% |
| 6M | +105.1% | +1.6% | +103.4% | +107.9% |
| YTD | +219.0% | -13.1% | +232.1% | +242.1% |
| 1Y | +418.8% | -15.1% | +433.8% | +476.6% |
| 3Y | +1,784.6% | +495.0% | +1,289.6% | +988.5% |
| All | +1,822.5% | +602.5% | +1,220.0% | +941.0% |
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