+680.9%
TLN vs BAH
-7.9%
+688.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.7% | +7.2% |
| 7D | +9.1% | -1.5% | +10.6% | +9.1% |
| 30D | -4.1% | +17.3% | -21.3% | -5.0% |
| 3M | +4.4% | +14.9% | -10.4% | +3.5% |
| 6M | -6.0% | +14.2% | -20.3% | -6.8% |
| YTD | -3.1% | +5.1% | -8.3% | -3.1% |
| 1Y | -6.1% | +2.1% | -8.1% | -5.9% |
| 3Y | +575.3% | -26.0% | +601.3% | +606.0% |
| All | +680.9% | -7.9% | +688.8% | +712.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling