-17.9%
TLN vs BIYA
-98.4%
+80.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | +5.8% | +2.7% | +3.1% | +5.9% |
| 30D | -6.9% | -16.7% | +9.8% | -7.4% |
| 3M | -10.9% | -74.6% | +63.7% | -11.0% |
| 6M | -4.6% | -85.4% | +80.8% | -2.9% |
| YTD | -14.7% | -94.2% | +79.5% | -15.6% |
| 1Y | -17.9% | -98.6% | +80.7% | -11.4% |
| All | -17.9% | -98.4% | +80.4% | -11.4% |
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