+581.7%
TLN vs WING
-44.8%
+626.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.7% | +3.9% |
| 7D | +7.1% | -3.9% | +10.9% | +7.7% |
| 30D | -3.9% | -11.6% | +7.7% | -2.3% |
| 3M | -16.2% | -24.2% | +8.0% | -12.9% |
| 6M | -5.8% | -54.1% | +48.3% | +6.5% |
| YTD | -15.4% | -53.9% | +38.5% | -5.7% |
| 1Y | -16.7% | -64.4% | +47.7% | -2.0% |
| 3Y | +473.8% | -30.2% | +504.0% | +552.8% |
| All | +581.7% | -44.8% | +626.5% | +704.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling