+731.6%
TLN vs WCC
+141.5%
+590.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +22.3% | +14.2% | +8.1% | +15.5% |
| 30D | +1.2% | -9.8% | +11.0% | +5.8% |
| 3M | +5.9% | -10.1% | +16.0% | +11.1% |
| 6M | +3.2% | -9.4% | +12.6% | +7.9% |
| YTD | +3.2% | +34.4% | -31.2% | -6.8% |
| 1Y | +5.2% | +23.3% | -18.1% | -2.1% |
| 3Y | +606.3% | +137.9% | +468.3% | +452.2% |
| All | +731.6% | +141.5% | +590.1% | +536.1% |
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 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