+587.5%
TLN vs WCC
+162.0%
+425.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | +5.8% | +6.8% | -1.0% | +3.1% |
| 30D | -6.9% | -3.0% | -3.8% | -5.6% |
| 3M | -10.9% | +0.2% | -11.1% | -10.9% |
| 6M | -4.6% | +33.2% | -37.8% | -14.1% |
| YTD | -14.7% | +45.8% | -60.5% | -25.7% |
| 1Y | -17.9% | +68.4% | -86.3% | -32.1% |
| 3Y | +483.9% | +131.1% | +352.7% | +344.0% |
| All | +587.5% | +162.0% | +425.5% | +407.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling