+587.5%
TLN vs IBN
+30.6%
+556.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.3% |
| 7D | +5.8% | -5.1% | +10.9% | +7.6% |
| 30D | -6.9% | -3.5% | -3.3% | -5.9% |
| 3M | -10.9% | +11.3% | -22.2% | -14.1% |
| 6M | -4.6% | +4.4% | -9.0% | -6.4% |
| YTD | -14.7% | -1.8% | -12.9% | -15.0% |
| 1Y | -17.9% | -8.0% | -9.9% | -16.8% |
| 3Y | +483.9% | +27.1% | +456.8% | +449.3% |
| All | +587.5% | +30.6% | +556.9% | +557.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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