+628.3%
TLN vs BB
+61.3%
+567.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +6.5% |
| 7D | -1.3% | +3.8% | -5.1% | -1.9% |
| 30D | -10.5% | -0.3% | -10.1% | -10.6% |
| 3M | +0.1% | -0.5% | +0.6% | -0.3% |
| 6M | -17.4% | +45.9% | -63.3% | -22.6% |
| YTD | -9.7% | +130.6% | -140.3% | -20.8% |
| 1Y | -12.3% | +89.2% | -101.4% | -21.2% |
| 3Y | +528.3% | +137.5% | +390.8% | +450.4% |
| All | +628.3% | +61.3% | +567.0% | +540.0% |
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