+708.6%
TLN vs BAH
-7.8%
+716.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +11.0% | +1.7% | +9.3% | +11.0% |
| 30D | +4.9% | +20.8% | -15.9% | +3.7% |
| 3M | +4.9% | +11.6% | -6.7% | +4.2% |
| 6M | +7.1% | +23.1% | -16.0% | +5.2% |
| YTD | +0.3% | +5.3% | -4.9% | +0.3% |
| 1Y | +5.9% | +6.1% | -0.2% | +5.5% |
| 3Y | +578.5% | -27.5% | +606.0% | +611.2% |
| All | +708.6% | -7.8% | +716.4% | +741.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling