+600.6%
TLN vs BUD
+54.8%
+545.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.7% |
| 7D | +10.9% | +0.8% | +10.1% | +11.0% |
| 30D | -6.3% | -4.8% | -1.5% | -6.6% |
| 3M | -10.7% | +1.4% | -12.1% | -10.7% |
| 6M | +1.6% | +9.9% | -8.2% | +1.7% |
| YTD | -13.1% | +26.3% | -39.4% | -11.9% |
| 1Y | -15.1% | +36.1% | -51.2% | -13.4% |
| 3Y | +495.0% | +48.6% | +446.4% | +519.2% |
| All | +600.6% | +54.8% | +545.7% | +636.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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