-17.3%
TLN vs BWA
+17.4%
-34.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.5% | -6.0% | -7.5% |
| 7D | -6.0% | -9.9% | +3.9% | -1.8% |
| 30D | -1.5% | -16.4% | +14.8% | +6.3% |
| 3M | -3.9% | -19.8% | +16.0% | +5.6% |
| 6M | -15.0% | -10.0% | -5.1% | -9.1% |
| YTD | -12.8% | +12.7% | -25.6% | -16.8% |
| 1Y | -17.3% | +15.7% | -33.0% | -22.0% |
| All | -17.3% | +17.4% | -34.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling