+708.6%
TLN vs WST
+22.7%
+685.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | +11.0% | +4.2% | +6.8% | +10.7% |
| 30D | +4.9% | +11.2% | -6.3% | +4.1% |
| 3M | +4.9% | +20.4% | -15.5% | +3.4% |
| 6M | +7.1% | +37.9% | -30.8% | +4.4% |
| YTD | +0.3% | +51.8% | -51.5% | -3.0% |
| 1Y | +5.9% | +56.6% | -50.7% | +2.3% |
| 3Y | +578.5% | +24.2% | +554.3% | +555.9% |
| All | +708.6% | +22.7% | +685.9% | +701.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling