+581.7%
TLN vs BUD
+56.0%
+525.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | -3.9% | -5.7% | +1.8% | -4.2% |
| 3M | -16.2% | +3.1% | -19.3% | -16.1% |
| 6M | -5.8% | +7.9% | -13.7% | -5.9% |
| YTD | -15.4% | +27.3% | -42.8% | -14.2% |
| 1Y | -16.7% | +37.8% | -54.5% | -15.0% |
| 3Y | +473.8% | +49.8% | +423.9% | +497.3% |
| All | +581.7% | +56.0% | +525.7% | +616.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling