+731.6%
TLN vs BBWI
-37.2%
+768.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.1% | +2.6% |
| 7D | +22.3% | -4.5% | +26.8% | +23.2% |
| 30D | +1.2% | +17.1% | -15.9% | -2.3% |
| 3M | +5.9% | +17.5% | -11.5% | +1.6% |
| 6M | +3.2% | +12.8% | -9.6% | -0.9% |
| YTD | +3.2% | +8.2% | -5.0% | -0.6% |
| 1Y | +5.2% | -1.8% | +7.0% | +2.6% |
| 3Y | +606.3% | -25.8% | +632.0% | +663.4% |
| All | +731.6% | -37.2% | +768.7% | +800.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling