+581.7%
TLN vs BB
+42.1%
+539.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +7.1% | -5.6% | +12.7% | +7.9% |
| 30D | -3.9% | -11.8% | +7.9% | -2.3% |
| 3M | -16.2% | -25.5% | +9.4% | -13.5% |
| 6M | -5.8% | +121.3% | -127.1% | -16.7% |
| YTD | -15.4% | +103.2% | -118.6% | -24.3% |
| 1Y | -16.7% | +102.6% | -119.3% | -25.4% |
| 3Y | +473.8% | +37.5% | +436.3% | +415.5% |
| All | +581.7% | +42.1% | +539.7% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling