-15.1%
TLN vs BAH
-27.4%
+12.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.7% |
| 7D | +10.9% | -4.3% | +15.2% | +10.7% |
| 30D | -6.3% | -4.5% | -1.8% | -6.4% |
| 3M | -10.7% | -7.6% | -3.1% | -9.9% |
| 6M | +1.6% | -10.6% | +12.2% | +2.3% |
| YTD | -13.1% | -12.6% | -0.5% | -10.9% |
| 1Y | -15.1% | -27.0% | +11.9% | -16.0% |
| All | -15.1% | -27.4% | +12.3% | -16.0% |
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