+583.3%
TLN vs IBB
+91.0%
+492.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.7% |
| 7D | +15.9% | -1.4% | +17.2% | +16.6% |
| 30D | -0.3% | +6.8% | -7.1% | -3.1% |
| 3M | +5.8% | +9.2% | -3.4% | +1.2% |
| 6M | -1.2% | +28.3% | -29.6% | -13.1% |
| YTD | +1.0% | +29.4% | -28.3% | -11.5% |
| 1Y | +1.1% | +33.2% | -32.1% | -12.5% |
| All | +583.3% | +91.0% | +492.3% | +417.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling