+708.6%
TLN vs WTW
+58.5%
+650.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.4% |
| 7D | +11.0% | +2.0% | +9.1% | +11.4% |
| 30D | +4.9% | +12.9% | -8.0% | +6.7% |
| 3M | +4.9% | +0.7% | +4.2% | +5.5% |
| 6M | +7.1% | +39.5% | -32.4% | +10.8% |
| YTD | +0.3% | +3.1% | -2.8% | +3.7% |
| 1Y | +5.9% | +4.8% | +1.1% | +9.3% |
| 3Y | +578.5% | +42.9% | +535.5% | +599.2% |
| All | +708.6% | +58.5% | +650.2% | +742.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling