+628.3%
TLN vs BUD
+63.0%
+565.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.5% | +6.9% |
| 7D | -1.3% | +4.5% | -5.8% | -0.6% |
| 30D | -10.5% | +12.5% | -23.0% | -9.3% |
| 3M | +0.1% | 0.0% | +0.1% | +0.7% |
| 6M | -17.4% | +3.8% | -21.2% | -16.7% |
| YTD | -9.7% | +33.1% | -42.7% | -7.6% |
| 1Y | -12.3% | +35.5% | -47.8% | -10.1% |
| 3Y | +528.3% | +49.4% | +478.9% | +560.1% |
| All | +628.3% | +63.0% | +565.2% | +671.9% |
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