-17.3%
TLN vs BR
-14.2%
-3.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.0% | -11.5% | -7.0% |
| 7D | -6.0% | +7.0% | -13.0% | -2.7% |
| 30D | -1.5% | +19.0% | -20.5% | +7.3% |
| 3M | -3.9% | +13.1% | -17.0% | +2.7% |
| 6M | -15.0% | +24.6% | -39.7% | -3.8% |
| YTD | -12.8% | -13.6% | +0.8% | -12.7% |
| 1Y | -17.3% | -13.1% | -4.2% | -17.0% |
| All | -17.3% | -14.2% | -3.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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