+676.7%
TLN vs TW
+93.2%
+583.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.1% | +3.1% | -2.0% | +0.9% |
| 30D | -4.6% | +16.7% | -21.3% | -5.8% |
| 3M | +5.2% | +25.2% | -19.9% | +3.3% |
| 6M | -6.5% | +19.5% | -26.0% | -7.7% |
| YTD | -3.6% | +21.0% | -24.6% | -5.8% |
| 1Y | -8.2% | +19.0% | -27.2% | -9.9% |
| 3Y | +559.7% | +40.7% | +519.0% | +553.7% |
| All | +676.7% | +93.2% | +583.6% | +672.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling