-17.3%
TLN vs BB
+88.0%
-105.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +7.0% | -15.5% | -9.8% |
| 7D | -6.0% | -6.8% | +0.8% | -4.9% |
| 30D | -1.5% | -3.5% | +2.0% | -1.1% |
| 3M | -3.9% | -1.2% | -2.6% | -4.1% |
| 6M | -15.0% | +57.0% | -72.0% | -22.9% |
| YTD | -12.8% | +131.1% | -144.0% | -28.2% |
| 1Y | -17.3% | +87.6% | -104.9% | -27.1% |
| All | -17.3% | +88.0% | -105.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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