-16.7%
TLN vs IBB
+51.5%
-68.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.2% |
| 7D | +7.1% | +1.4% | +5.6% | +6.3% |
| 30D | -3.9% | +10.5% | -14.4% | -9.1% |
| 3M | -16.2% | +23.6% | -39.8% | -26.6% |
| 6M | -5.8% | +22.6% | -28.4% | -17.6% |
| YTD | -15.4% | +25.7% | -41.1% | -26.9% |
| 1Y | -16.7% | +51.4% | -68.1% | -33.1% |
| All | -16.7% | +51.5% | -68.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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