+570.0%
TLN vs BWA
+70.1%
+499.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -12.9% | -5.5% | -7.5% | -11.5% |
| 3M | -7.4% | -7.6% | +0.2% | -5.4% |
| 6M | -6.0% | +25.0% | -31.0% | -11.3% |
| YTD | -16.9% | +47.0% | -63.8% | -25.5% |
| 1Y | -22.6% | +54.0% | -76.6% | -31.7% |
| 3Y | +469.0% | +70.7% | +398.3% | +359.1% |
| All | +570.0% | +70.1% | +499.9% | +440.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling