+680.9%
TLN vs WING
-10.6%
+691.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.4% | -1.2% | +5.9% |
| 7D | +9.1% | +8.6% | +0.5% | +7.6% |
| 30D | -4.1% | +44.8% | -48.8% | -10.1% |
| 3M | +4.4% | +51.9% | -47.5% | -3.4% |
| 6M | -6.0% | +37.2% | -43.2% | -12.3% |
| YTD | -3.1% | -25.3% | +22.2% | -0.8% |
| 1Y | -6.1% | -25.1% | +19.0% | -4.3% |
| 3Y | +575.3% | -12.9% | +588.3% | +609.0% |
| All | +680.9% | -10.6% | +691.5% | +746.0% |
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