-17.3%
TLN vs BIYA
-98.4%
+81.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.3% | -5.3% | -8.6% |
| 7D | -6.0% | -4.0% | -2.0% | -6.2% |
| 30D | -1.5% | -15.0% | +13.5% | -1.4% |
| 3M | -3.9% | -58.1% | +54.2% | -6.0% |
| 6M | -15.0% | -90.0% | +75.0% | -16.6% |
| YTD | -12.8% | -96.9% | +84.1% | -15.4% |
| 1Y | -17.3% | -98.2% | +80.9% | -20.3% |
| All | -17.3% | -98.4% | +81.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling