+5.9%
TLN vs TW
+21.1%
-15.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.5% |
| 7D | +11.0% | +3.9% | +7.1% | +12.4% |
| 30D | +4.9% | +19.9% | -15.0% | +11.3% |
| 3M | +4.9% | +25.9% | -21.0% | +13.2% |
| 6M | +7.1% | +21.1% | -14.0% | +16.8% |
| YTD | +0.3% | +23.9% | -23.6% | +11.8% |
| 1Y | +5.9% | +21.2% | -15.3% | +19.2% |
| All | +5.9% | +21.1% | -15.2% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling