+628.3%
TLN vs IBB
+69.1%
+559.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.6% |
| 30D | -10.5% | +5.1% | -15.5% | -12.4% |
| 3M | +0.1% | +10.7% | -10.6% | -4.8% |
| 6M | -17.4% | +22.9% | -40.3% | -25.5% |
| YTD | -9.7% | +26.7% | -36.4% | -19.7% |
| 1Y | -12.3% | +35.1% | -47.4% | -24.1% |
| 3Y | +528.3% | +80.2% | +448.1% | +392.3% |
| All | +628.3% | +69.1% | +559.1% | +485.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling