+470.2%
TLN vs BBIO
+154.4%
+315.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.3% | -3.2% | +1.9% | -1.0% |
| 30D | -14.3% | -13.6% | -0.7% | -13.0% |
| 3M | -9.3% | +7.2% | -16.5% | -10.2% |
| 6M | -1.1% | +1.5% | -2.6% | -1.6% |
| YTD | -16.6% | -5.3% | -11.3% | -16.7% |
| 1Y | -22.0% | +37.7% | -59.7% | -24.9% |
| 3Y | +470.2% | +153.9% | +316.3% | +421.6% |
| All | +470.2% | +154.4% | +315.7% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling