+680.9%
TLN vs BBWI
-35.1%
+716.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.4% | +6.9% |
| 7D | +9.1% | -6.2% | +15.2% | +10.1% |
| 30D | -4.1% | +25.5% | -29.6% | -8.5% |
| 3M | +4.4% | +8.0% | -3.5% | +1.9% |
| 6M | -6.0% | +12.7% | -18.7% | -9.7% |
| YTD | -3.1% | +11.6% | -14.8% | -7.1% |
| 1Y | -6.1% | -0.9% | -5.2% | -8.5% |
| 3Y | +575.3% | -22.7% | +598.0% | +626.1% |
| All | +680.9% | -35.1% | +716.1% | +741.3% |
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