+1,653.6%
BE vs TLN
+583.6%
+1,070.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +5.2% |
| 7D | +20.0% | +7.1% | +12.9% | +15.6% |
| 30D | +7.9% | -3.9% | +11.8% | +10.4% |
| 3M | -13.2% | -16.2% | +2.9% | -2.4% |
| 6M | +53.5% | -5.8% | +59.3% | +62.1% |
| YTD | +191.0% | -15.4% | +206.5% | +216.6% |
| 1Y | +360.5% | -16.7% | +377.2% | +418.0% |
| 3Y | +1,568.0% | +473.8% | +1,094.3% | +883.0% |
| All | +1,653.6% | +583.6% | +1,070.0% | +863.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling