+600.6%
TLN vs BWA
+71.6%
+529.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.3% |
| 7D | +10.9% | +4.3% | +6.6% | +9.5% |
| 30D | -6.3% | -2.9% | -3.4% | -5.5% |
| 3M | -10.7% | -12.4% | +1.7% | -7.4% |
| 6M | +1.6% | +28.6% | -26.9% | -4.7% |
| YTD | -13.1% | +48.2% | -61.3% | -22.3% |
| 1Y | -15.1% | +50.9% | -66.0% | -24.6% |
| 3Y | +495.0% | +72.2% | +422.9% | +378.8% |
| All | +600.6% | +71.6% | +529.0% | +463.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling