+479.0%
TLN vs BAH
-32.2%
+511.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.2% | +3.9% |
| 7D | +7.1% | -3.2% | +10.3% | +7.3% |
| 30D | -3.9% | +2.0% | -5.9% | -4.1% |
| 3M | -16.2% | -7.6% | -8.5% | -15.3% |
| 6M | -5.8% | -5.7% | -0.1% | -5.3% |
| YTD | -15.4% | -11.7% | -3.7% | -14.4% |
| 1Y | -16.7% | -27.4% | +10.7% | -13.6% |
| All | +479.0% | -32.2% | +511.2% | +520.4% |
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 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