+587.5%
TLN vs NWSA
+61.6%
+525.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +5.8% | -3.1% | +8.9% | +6.3% |
| 30D | -6.9% | +4.3% | -11.1% | -7.6% |
| 3M | -10.9% | +9.2% | -20.1% | -12.6% |
| 6M | -4.6% | +21.6% | -26.2% | -9.6% |
| YTD | -14.7% | +14.2% | -28.9% | -17.7% |
| 1Y | -17.9% | +1.8% | -19.7% | -17.5% |
| 3Y | +483.9% | +44.4% | +439.4% | +461.3% |
| All | +587.5% | +61.6% | +525.8% | +545.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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