+528.3%
TLN vs BWA
+51.7%
+476.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.1% |
| 7D | -1.3% | -5.5% | +4.2% | +0.8% |
| 30D | -10.5% | -21.7% | +11.2% | -2.1% |
| 3M | +0.1% | -25.6% | +25.7% | +11.5% |
| 6M | -17.4% | -17.4% | 0.0% | -10.8% |
| YTD | -9.7% | +9.2% | -18.8% | -11.3% |
| 1Y | -12.3% | +9.7% | -22.0% | -14.1% |
| 3Y | +528.3% | +54.6% | +473.6% | +433.9% |
| All | +528.3% | +51.7% | +476.6% | +433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling