+600.6%
TLN vs WST
-0.5%
+601.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.8% |
| 7D | +10.9% | -0.3% | +11.2% | +10.9% |
| 30D | -6.3% | -4.6% | -1.7% | -6.0% |
| 3M | -10.7% | +5.7% | -16.4% | -11.1% |
| 6M | +1.6% | +37.6% | -35.9% | -0.8% |
| YTD | -13.1% | +23.0% | -36.1% | -14.6% |
| 1Y | -15.1% | +33.8% | -48.9% | -16.8% |
| 3Y | +495.0% | -13.4% | +508.4% | +500.1% |
| All | +600.6% | -0.5% | +601.1% | +606.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling