+581.7%
TLN vs WSM
+315.8%
+265.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.2% |
| 7D | +7.1% | -3.3% | +10.3% | +8.0% |
| 30D | -3.9% | -8.4% | +4.5% | -1.6% |
| 3M | -16.2% | +9.7% | -25.8% | -18.5% |
| 6M | -5.8% | +16.7% | -22.5% | -10.3% |
| YTD | -15.4% | +28.7% | -44.1% | -21.4% |
| 1Y | -16.7% | +13.7% | -30.3% | -20.4% |
| 3Y | +473.8% | +230.1% | +243.7% | +400.6% |
| All | +581.7% | +315.8% | +265.9% | +494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling