-16.7%
TLN vs BB
+105.3%
-122.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +7.1% | -5.6% | +12.7% | +8.1% |
| 30D | -3.9% | -11.8% | +7.9% | -1.8% |
| 3M | -16.2% | -25.5% | +9.4% | -12.8% |
| 6M | -5.8% | +121.3% | -127.1% | -23.1% |
| YTD | -15.4% | +103.2% | -118.6% | -29.2% |
| 1Y | -16.7% | +102.6% | -119.3% | -25.2% |
| All | -16.7% | +105.3% | -122.0% | -25.2% |
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