+587.5%
TLN vs BB
+43.0%
+544.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.7% |
| 7D | +5.8% | +1.8% | +4.0% | +5.6% |
| 30D | -6.9% | -12.2% | +5.4% | -5.3% |
| 3M | -10.9% | -12.3% | +1.4% | -10.0% |
| 6M | -4.6% | +122.7% | -127.3% | -15.7% |
| YTD | -14.7% | +104.5% | -119.2% | -23.7% |
| 1Y | -17.9% | +106.7% | -124.6% | -26.7% |
| 3Y | +483.9% | +70.0% | +413.9% | +422.6% |
| All | +587.5% | +43.0% | +544.5% | +516.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling