-22.0%
TLN vs FWONK
-3.0%
-19.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -14.3% | -7.7% | -6.6% | -13.8% |
| 3M | -9.3% | +5.7% | -15.0% | -10.2% |
| 6M | -1.1% | +13.5% | -14.6% | -3.5% |
| YTD | -16.6% | -3.0% | -13.6% | -16.2% |
| 1Y | -22.0% | -6.4% | -15.6% | -20.8% |
| All | -22.0% | -3.0% | -19.0% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling