-17.3%
TLN vs WING
-23.2%
+5.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.7% | -12.3% | -8.8% |
| 7D | -6.0% | +21.0% | -27.0% | -7.4% |
| 30D | -1.5% | +56.9% | -58.4% | -5.2% |
| 3M | -3.9% | +38.4% | -42.2% | -6.9% |
| 6M | -15.0% | +12.0% | -27.0% | -17.0% |
| YTD | -12.8% | -29.2% | +16.4% | -14.6% |
| 1Y | -17.3% | -28.8% | +11.5% | -19.1% |
| All | -17.3% | -23.2% | +5.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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