+581.7%
TLN vs WST
+0.1%
+581.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.8% |
| 7D | +7.1% | +0.7% | +6.3% | +7.0% |
| 30D | -3.9% | -3.1% | -0.7% | -3.6% |
| 3M | -16.2% | +7.2% | -23.4% | -16.6% |
| 6M | -5.8% | +36.8% | -42.6% | -8.0% |
| YTD | -15.4% | +23.8% | -39.3% | -16.9% |
| 1Y | -16.7% | +37.8% | -54.4% | -18.5% |
| 3Y | +473.8% | -15.9% | +489.7% | +483.2% |
| All | +581.7% | +0.1% | +581.6% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling