+570.0%
TLN vs BBIO
+411.3%
+158.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -2.2% |
| 7D | +2.0% | -3.9% | +5.8% | +2.2% |
| 30D | -12.9% | -13.4% | +0.4% | -12.2% |
| 3M | -7.4% | +7.6% | -15.0% | -8.0% |
| 6M | -6.0% | -2.4% | -3.6% | -6.1% |
| YTD | -16.9% | -5.2% | -11.7% | -16.9% |
| 1Y | -22.6% | +36.9% | -59.5% | -24.1% |
| 3Y | +469.0% | +155.2% | +313.8% | +444.6% |
| All | +570.0% | +411.3% | +158.7% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling