+495.0%
TLN vs WCN
+19.6%
+475.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | +10.9% | -0.4% | +11.4% | +10.9% |
| 30D | -6.3% | -2.1% | -4.2% | -6.3% |
| 3M | -10.7% | +6.4% | -17.1% | -11.4% |
| 6M | +1.6% | -3.7% | +5.3% | +2.5% |
| YTD | -13.1% | -6.4% | -6.7% | -12.0% |
| 1Y | -15.1% | -7.9% | -7.1% | -13.5% |
| 3Y | +495.0% | +20.8% | +474.2% | +494.1% |
| All | +495.0% | +19.6% | +475.4% | +494.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling