+628.3%
TLN vs WING
-17.5%
+645.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.3% |
| 7D | -1.3% | +9.0% | -10.4% | -2.9% |
| 30D | -10.5% | +39.9% | -50.4% | -15.8% |
| 3M | +0.1% | +40.4% | -40.3% | -6.3% |
| 6M | -17.4% | +12.9% | -30.3% | -20.3% |
| YTD | -9.7% | -31.1% | +21.4% | -6.4% |
| 1Y | -12.3% | -32.7% | +20.5% | -8.9% |
| 3Y | +528.3% | -19.8% | +548.1% | +568.0% |
| All | +628.3% | -17.5% | +645.8% | +698.9% |
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