-17.3%
TLN vs BAH
+6.2%
-23.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -8.4% |
| 7D | -6.0% | +5.8% | -11.8% | -5.6% |
| 30D | -1.5% | +28.7% | -30.2% | +0.4% |
| 3M | -3.9% | +20.9% | -24.8% | -2.4% |
| 6M | -15.0% | +15.2% | -30.2% | -12.9% |
| YTD | -12.8% | +7.1% | -19.9% | -8.1% |
| 1Y | -17.3% | +6.4% | -23.7% | -14.4% |
| All | -17.3% | +6.2% | -23.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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