-15.1%
TLN vs BB
+102.8%
-117.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.4% |
| 7D | +10.9% | +0.5% | +10.4% | +10.8% |
| 30D | -6.3% | -12.4% | +6.1% | -4.2% |
| 3M | -10.7% | -15.3% | +4.6% | -9.3% |
| 6M | +1.6% | +128.8% | -127.2% | -17.4% |
| YTD | -13.1% | +107.7% | -120.7% | -27.3% |
| 1Y | -15.1% | +103.9% | -118.9% | -22.9% |
| All | -15.1% | +102.8% | -117.9% | -22.9% |
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