+581.7%
TLN vs BR
+23.4%
+558.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.4% | +7.1% | +3.6% |
| 7D | +7.1% | -5.3% | +12.3% | +6.9% |
| 30D | -3.9% | +6.4% | -10.3% | -3.8% |
| 3M | -16.2% | +13.6% | -29.8% | -15.7% |
| 6M | -5.8% | -6.7% | +0.9% | -3.1% |
| YTD | -15.4% | -21.1% | +5.7% | -9.9% |
| 1Y | -16.7% | -29.6% | +12.9% | -8.5% |
| 3Y | +473.8% | -2.4% | +476.1% | +489.6% |
| All | +581.7% | +23.4% | +558.4% | +577.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling