+600.6%
TLN vs WING
-44.7%
+645.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +10.9% | -0.1% | +11.0% | +10.9% |
| 30D | -6.3% | -6.0% | -0.3% | -5.6% |
| 3M | -10.7% | -23.5% | +12.8% | -7.3% |
| 6M | +1.6% | -52.0% | +53.6% | +13.9% |
| YTD | -13.1% | -53.8% | +40.7% | -3.1% |
| 1Y | -15.1% | -63.8% | +48.7% | -0.5% |
| 3Y | +495.0% | -30.8% | +525.8% | +577.0% |
| All | +600.6% | -44.7% | +645.3% | +726.8% |
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