-22.6%
TLN vs NWSA
+1.3%
-24.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.7% |
| 7D | +2.0% | -4.8% | +6.7% | +0.7% |
| 30D | -12.9% | +3.0% | -15.9% | -12.2% |
| 3M | -7.4% | +9.3% | -16.7% | -4.9% |
| 6M | -6.0% | +23.2% | -29.2% | -3.7% |
| YTD | -16.9% | +13.3% | -30.2% | -14.5% |
| 1Y | -22.6% | +2.9% | -25.5% | -19.7% |
| All | -22.6% | +1.3% | -24.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling