+581.7%
TLN vs BBWI
-41.8%
+623.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +0.9% | +3.2% |
| 7D | +7.1% | +1.5% | +5.5% | +6.8% |
| 30D | -3.9% | -5.2% | +1.3% | -3.3% |
| 3M | -16.2% | +11.1% | -27.3% | -18.7% |
| 6M | -5.8% | -13.4% | +7.6% | -4.5% |
| YTD | -15.4% | +0.1% | -15.5% | -16.7% |
| 1Y | -16.7% | -36.1% | +19.5% | -11.2% |
| 3Y | +473.8% | -44.1% | +517.9% | +536.3% |
| All | +581.7% | -41.8% | +623.6% | +654.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling