+587.5%
TLN vs BG
+47.5%
+540.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +5.8% | +0.5% | +5.3% | +5.8% |
| 30D | -6.9% | +10.3% | -17.2% | -6.9% |
| 3M | -10.9% | -1.9% | -9.0% | -11.0% |
| 6M | -4.6% | +5.2% | -9.9% | -4.8% |
| YTD | -14.7% | +41.2% | -55.9% | -14.8% |
| 1Y | -17.9% | +50.5% | -68.4% | -17.9% |
| 3Y | +483.9% | +19.9% | +464.0% | +461.9% |
| All | +587.5% | +47.5% | +540.0% | +578.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling