+578.5%
TLN vs WSM
+260.3%
+318.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.2% | -3.2% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | +4.9% | +5.1% | -0.2% | +2.7% |
| 3M | +4.9% | +5.1% | -0.2% | +2.6% |
| 6M | +7.1% | +48.6% | -41.5% | -6.1% |
| YTD | +0.3% | +44.2% | -43.9% | -11.3% |
| 1Y | +5.9% | +38.1% | -32.2% | -5.4% |
| 3Y | +578.5% | +257.2% | +321.2% | +457.7% |
| All | +578.5% | +260.3% | +318.2% | +457.7% |
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