+578.5%
TLN vs NWSA
+32.6%
+545.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.4% | -3.0% |
| 7D | +11.0% | +2.2% | +8.8% | +10.8% |
| 30D | +4.9% | -8.8% | +13.7% | +5.6% |
| 3M | +4.9% | -6.5% | +11.4% | +5.0% |
| 6M | +7.1% | +1.5% | +5.6% | +4.8% |
| YTD | +0.3% | +4.0% | -3.7% | -2.8% |
| 1Y | +5.9% | +3.4% | +2.5% | +2.7% |
| 3Y | +578.5% | +34.8% | +543.6% | +598.3% |
| All | +578.5% | +32.6% | +545.9% | +598.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling