+570.0%
TLN vs WTW
+48.6%
+521.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.5% |
| 7D | +2.0% | -7.8% | +9.8% | +1.2% |
| 30D | -12.9% | -7.9% | -5.1% | -13.6% |
| 3M | -7.4% | +19.9% | -27.4% | -5.5% |
| 6M | -6.0% | +9.8% | -15.8% | -4.3% |
| YTD | -16.9% | -3.3% | -13.5% | -15.0% |
| 1Y | -22.6% | -3.3% | -19.3% | -21.0% |
| 3Y | +469.0% | +61.5% | +407.5% | +481.0% |
| All | +570.0% | +48.6% | +521.4% | +590.2% |
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