-22.6%
TLN vs WCN
-9.4%
-13.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.9% |
| 7D | +2.0% | -4.4% | +6.4% | +0.4% |
| 30D | -12.9% | -4.4% | -8.5% | -14.3% |
| 3M | -7.4% | +0.5% | -7.9% | -7.3% |
| 6M | -6.0% | -3.3% | -2.8% | -5.9% |
| YTD | -16.9% | -8.5% | -8.4% | -17.9% |
| 1Y | -22.6% | -8.9% | -13.7% | -21.3% |
| All | -22.6% | -9.4% | -13.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling