+495.0%
TLN vs WSM
+239.4%
+255.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +10.9% | +2.6% | +8.3% | +10.1% |
| 30D | -6.3% | -9.5% | +3.2% | -3.6% |
| 3M | -10.7% | +12.9% | -23.6% | -14.1% |
| 6M | +1.6% | +23.0% | -21.4% | -4.9% |
| YTD | -13.1% | +28.9% | -42.0% | -19.6% |
| 1Y | -15.1% | +13.7% | -28.7% | -19.1% |
| 3Y | +495.0% | +232.6% | +262.4% | +426.8% |
| All | +495.0% | +239.4% | +255.6% | +426.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling