+470.2%
TLN vs WTW
+61.9%
+408.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.3% | -5.7% | +4.4% | -2.0% |
| 30D | -14.3% | -7.3% | -7.1% | -15.0% |
| 3M | -9.3% | +21.5% | -30.8% | -7.2% |
| 6M | -1.1% | +9.6% | -10.7% | +1.0% |
| YTD | -16.6% | -3.3% | -13.3% | -14.5% |
| 1Y | -22.0% | -6.1% | -15.9% | -19.8% |
| 3Y | +470.2% | +61.8% | +408.3% | +471.7% |
| All | +470.2% | +61.9% | +408.3% | +471.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling