+94.0%
GWW vs TLN
+589.3%
-495.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -0.5% | +5.8% | -6.3% | -0.8% |
| 30D | -1.4% | -6.9% | +5.4% | -1.1% |
| 3M | -3.6% | -10.9% | +7.2% | -3.2% |
| 6M | +15.1% | -4.6% | +19.7% | +14.9% |
| YTD | +27.5% | -14.7% | +42.2% | +27.8% |
| 1Y | +29.6% | -17.9% | +47.5% | +29.9% |
| 3Y | +90.1% | +483.9% | -393.8% | +51.0% |
| All | +94.0% | +589.3% | -495.3% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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