+57.6%
TLN vs BIYA
-99.9%
+157.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +7.1% |
| 7D | -1.3% | -10.5% | +9.2% | -1.5% |
| 30D | -10.5% | -51.7% | +41.3% | -11.6% |
| 3M | +0.1% | -60.8% | +60.9% | -1.3% |
| 6M | -17.4% | -90.6% | +73.2% | -18.0% |
| YTD | -9.7% | -97.1% | +87.5% | -9.2% |
| 1Y | -12.3% | -99.1% | +86.8% | -9.5% |
| All | +57.6% | -99.9% | +157.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling