+581.7%
TLN vs TW
+58.3%
+523.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.7% |
| 7D | +7.1% | -2.3% | +9.4% | +7.3% |
| 30D | -3.9% | +3.9% | -7.8% | -4.3% |
| 3M | -16.2% | +5.7% | -21.9% | -17.0% |
| 6M | -5.8% | -14.5% | +8.7% | -2.4% |
| YTD | -15.4% | -0.9% | -14.6% | -15.9% |
| 1Y | -16.7% | -13.5% | -3.2% | -13.8% |
| 3Y | +473.8% | +25.0% | +448.8% | +475.4% |
| All | +581.7% | +58.3% | +523.5% | +589.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling