-16.7%
TLN vs WCC
+61.8%
-78.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +1.6% |
| 7D | +7.1% | +4.5% | +2.6% | +4.5% |
| 30D | -3.9% | -5.8% | +1.9% | -0.6% |
| 3M | -16.2% | -3.7% | -12.5% | -14.6% |
| 6M | -5.8% | +23.1% | -28.9% | -14.4% |
| YTD | -15.4% | +44.2% | -59.6% | -28.2% |
| 1Y | -16.7% | +62.1% | -78.8% | -31.1% |
| All | -16.7% | +61.8% | -78.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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