+581.7%
TLN vs WCC
+159.0%
+422.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +2.2% |
| 7D | +7.1% | +4.5% | +2.6% | +5.2% |
| 30D | -3.9% | -5.8% | +1.9% | -1.5% |
| 3M | -16.2% | -3.7% | -12.5% | -14.9% |
| 6M | -5.8% | +23.1% | -28.9% | -12.7% |
| YTD | -15.4% | +44.2% | -59.6% | -26.0% |
| 1Y | -16.7% | +62.1% | -78.8% | -30.2% |
| 3Y | +473.8% | +121.1% | +352.6% | +339.2% |
| All | +581.7% | +159.0% | +422.7% | +405.3% |
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 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