+731.6%
TLN vs BUD
+62.8%
+668.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +22.3% | -1.6% | +23.9% | +22.0% |
| 30D | +1.2% | +6.7% | -5.5% | +2.1% |
| 3M | +5.9% | +5.9% | 0.0% | +6.9% |
| 6M | +3.2% | +5.1% | -1.8% | +4.1% |
| YTD | +3.2% | +32.9% | -29.7% | +5.5% |
| 1Y | +5.2% | +31.8% | -26.6% | +7.6% |
| 3Y | +606.3% | +47.4% | +558.9% | +642.2% |
| All | +731.6% | +62.8% | +668.7% | +781.2% |
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