+581.7%
TLN vs BG
+41.8%
+540.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +3.8% |
| 7D | +7.1% | +2.8% | +4.3% | +7.0% |
| 30D | -3.9% | +12.0% | -15.9% | -4.0% |
| 3M | -16.2% | -7.7% | -8.5% | -16.2% |
| 6M | -5.8% | +4.5% | -10.3% | -6.0% |
| YTD | -15.4% | +35.7% | -51.1% | -15.5% |
| 1Y | -16.7% | +50.1% | -66.7% | -16.6% |
| 3Y | +473.8% | +12.6% | +461.1% | +451.5% |
| All | +581.7% | +41.8% | +540.0% | +572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling