+597.7%
TLN vs BAH
-26.6%
+624.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +22.3% | -2.6% | +24.8% | +22.4% |
| 30D | +1.2% | +20.4% | -19.2% | +0.1% |
| 3M | +5.9% | +11.9% | -5.9% | +5.3% |
| 6M | +3.2% | +17.1% | -13.9% | +2.2% |
| YTD | +3.2% | +5.5% | -2.4% | +3.3% |
| 1Y | +5.2% | +5.6% | -0.4% | +5.0% |
| All | +597.7% | -26.6% | +624.4% | +634.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling