+708.6%
TLN vs BR
+37.3%
+671.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.7% |
| 7D | +11.0% | +1.1% | +10.0% | +11.2% |
| 30D | +4.9% | +14.4% | -9.5% | +6.2% |
| 3M | +4.9% | +12.4% | -7.5% | +6.2% |
| 6M | +7.1% | +35.4% | -28.3% | +8.2% |
| YTD | +0.3% | -12.2% | +12.5% | +8.2% |
| 1Y | +5.9% | -12.7% | +18.7% | +14.4% |
| 3Y | +578.5% | +14.3% | +564.2% | +596.0% |
| All | +708.6% | +37.3% | +671.3% | +713.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling