+58.4%
TLN vs WETO
-99.4%
+157.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -1.9% |
| 7D | +5.8% | -38.7% | +44.5% | +5.8% |
| 30D | -6.9% | -51.3% | +44.5% | -8.0% |
| 3M | -10.9% | -97.8% | +86.9% | -10.4% |
| 6M | -4.6% | -94.8% | +90.2% | -6.2% |
| YTD | -14.7% | -97.2% | +82.5% | -15.2% |
| 1Y | -17.9% | -98.9% | +81.0% | -16.6% |
| All | +58.4% | -99.4% | +157.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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