-17.9%
TLN vs TW
-13.2%
-4.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +5.8% | -0.5% | +6.4% | +5.7% |
| 30D | -6.9% | -0.6% | -6.2% | -6.9% |
| 3M | -10.9% | +3.4% | -14.3% | -9.5% |
| 6M | -4.6% | -18.4% | +13.8% | -3.2% |
| YTD | -14.7% | -3.9% | -10.8% | -13.6% |
| 1Y | -17.9% | -13.3% | -4.6% | -15.2% |
| All | -17.9% | -13.2% | -4.7% | -15.2% |
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