+628.3%
TLN vs WCC
+116.0%
+512.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.1% |
| 7D | -1.3% | -14.7% | +13.4% | +5.8% |
| 30D | -10.5% | -20.1% | +9.6% | -1.4% |
| 3M | +0.1% | -21.2% | +21.3% | +11.0% |
| 6M | -17.4% | -19.2% | +1.8% | -9.3% |
| YTD | -9.7% | +20.2% | -29.9% | -14.4% |
| 1Y | -12.3% | +14.5% | -26.7% | -15.4% |
| 3Y | +528.3% | +115.1% | +413.1% | +415.2% |
| All | +628.3% | +116.0% | +512.3% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling