+572.6%
TLN vs WTW
+48.6%
+523.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.3% | -5.7% | +4.4% | -1.9% |
| 30D | -14.3% | -7.3% | -7.1% | -15.0% |
| 3M | -9.3% | +21.5% | -30.8% | -7.4% |
| 6M | -1.1% | +9.6% | -10.7% | +0.8% |
| YTD | -16.6% | -3.3% | -13.3% | -14.7% |
| 1Y | -22.0% | -6.1% | -15.9% | -20.0% |
| 3Y | +470.2% | +61.8% | +408.3% | +482.2% |
| All | +572.6% | +48.6% | +523.9% | +592.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling