+731.6%
TLN vs BB
+68.3%
+663.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.5% |
| 7D | +22.3% | +9.0% | +13.3% | +20.8% |
| 30D | +1.2% | +7.7% | -6.5% | 0.0% |
| 3M | +5.9% | +4.0% | +1.9% | +4.9% |
| 6M | +3.2% | +46.6% | -43.4% | -3.3% |
| YTD | +3.2% | +140.6% | -137.5% | -10.1% |
| 1Y | +5.2% | +103.1% | -97.9% | -6.4% |
| 3Y | +606.3% | +150.5% | +455.7% | +515.0% |
| All | +731.6% | +68.3% | +663.3% | +626.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling