+731.6%
TLN vs IBB
+69.0%
+662.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.0% |
| 7D | +22.3% | +1.6% | +20.6% | +21.5% |
| 30D | +1.2% | +6.7% | -5.5% | -1.6% |
| 3M | +5.9% | +6.3% | -0.4% | +2.6% |
| 6M | +3.2% | +23.9% | -20.7% | -7.3% |
| YTD | +3.2% | +26.6% | -23.4% | -8.3% |
| 1Y | +5.2% | +29.6% | -24.4% | -7.3% |
| 3Y | +606.3% | +86.1% | +520.2% | +450.5% |
| All | +731.6% | +69.0% | +662.6% | +569.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling