+708.6%
TLN vs WING
-19.7%
+728.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +11.0% | -2.7% | +13.7% | +11.5% |
| 30D | +4.9% | +29.3% | -24.4% | 0.0% |
| 3M | +4.9% | +39.9% | -35.0% | -1.7% |
| 6M | +7.1% | +32.4% | -25.3% | +0.3% |
| YTD | +0.3% | -32.9% | +33.3% | +4.4% |
| 1Y | +5.9% | -31.9% | +37.8% | +9.4% |
| 3Y | +578.5% | -24.9% | +603.4% | +624.7% |
| All | +708.6% | -19.7% | +728.4% | +790.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling