+581.7%
TLN vs IBN
+36.3%
+545.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | +7.1% | +1.4% | +5.7% | +6.6% |
| 30D | -3.9% | -0.3% | -3.6% | -3.8% |
| 3M | -16.2% | +17.1% | -33.3% | -20.5% |
| 6M | -5.8% | +3.4% | -9.2% | -7.4% |
| YTD | -15.4% | +2.5% | -18.0% | -16.8% |
| 1Y | -16.7% | -4.2% | -12.5% | -16.6% |
| 3Y | +473.8% | +32.4% | +441.4% | +432.8% |
| All | +581.7% | +36.3% | +545.4% | +543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling