+714.4%
TLN vs WSM
+380.6%
+333.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.6% | +4.8% |
| 7D | +15.9% | -3.0% | +18.8% | +16.8% |
| 30D | -0.3% | +10.1% | -10.3% | -3.3% |
| 3M | +5.8% | +4.9% | +0.9% | +3.9% |
| 6M | -1.2% | +49.8% | -51.0% | -12.3% |
| YTD | +1.0% | +48.7% | -47.7% | -10.1% |
| 1Y | +1.1% | +38.7% | -37.6% | -8.6% |
| 3Y | +591.7% | +269.5% | +322.2% | +478.0% |
| All | +714.4% | +380.6% | +333.8% | +579.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling