+495.0%
TLN vs WCC
+137.6%
+357.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.7% |
| 7D | +10.9% | +8.5% | +2.4% | +7.1% |
| 30D | -6.3% | -1.0% | -5.3% | -5.8% |
| 3M | -10.7% | +2.1% | -12.8% | -11.4% |
| 6M | +1.6% | +36.8% | -35.2% | -10.1% |
| YTD | -13.1% | +47.7% | -60.8% | -25.5% |
| 1Y | -15.1% | +66.5% | -81.6% | -30.6% |
| 3Y | +495.0% | +134.2% | +360.9% | +337.6% |
| All | +495.0% | +137.6% | +357.4% | +337.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling