+581.7%
TLN vs IBB
+67.8%
+513.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.2% |
| 7D | +7.1% | +1.4% | +5.6% | +6.4% |
| 30D | -3.9% | +10.5% | -14.4% | -8.3% |
| 3M | -16.2% | +23.6% | -39.8% | -24.4% |
| 6M | -5.8% | +22.6% | -28.4% | -14.8% |
| YTD | -15.4% | +25.7% | -41.1% | -24.4% |
| 1Y | -16.7% | +51.4% | -68.1% | -31.2% |
| 3Y | +473.8% | +64.4% | +409.4% | +363.1% |
| All | +581.7% | +67.8% | +513.9% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling