+587.5%
TLN vs TW
+53.4%
+534.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +5.8% | -0.5% | +6.4% | +5.9% |
| 30D | -6.9% | -0.6% | -6.2% | -6.9% |
| 3M | -10.9% | +3.4% | -14.3% | -11.7% |
| 6M | -4.6% | -18.4% | +13.8% | -0.5% |
| YTD | -14.7% | -3.9% | -10.8% | -15.0% |
| 1Y | -17.9% | -13.3% | -4.6% | -15.7% |
| 3Y | +483.9% | +20.8% | +463.0% | +487.0% |
| All | +587.5% | +53.4% | +534.1% | +596.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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