+5.2%
TLN vs WSM
+31.6%
-26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.4% |
| 7D | +22.3% | -3.2% | +25.5% | +23.3% |
| 30D | +1.2% | +4.6% | -3.5% | -1.6% |
| 3M | +5.9% | +2.4% | +3.5% | +3.9% |
| 6M | +3.2% | +43.7% | -40.4% | -14.1% |
| YTD | +3.2% | +42.1% | -38.9% | -12.6% |
| 1Y | +5.2% | +32.3% | -27.0% | -10.5% |
| All | +5.2% | +31.6% | -26.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling