+600.6%
TLN vs WTW
+53.2%
+547.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +2.5% |
| 7D | +10.9% | -2.7% | +13.6% | +10.6% |
| 30D | -6.3% | -5.6% | -0.7% | -6.8% |
| 3M | -10.7% | +26.5% | -37.2% | -8.5% |
| 6M | +1.6% | +8.1% | -6.5% | +4.1% |
| YTD | -13.1% | -0.3% | -12.8% | -10.9% |
| 1Y | -15.1% | -0.9% | -14.2% | -12.9% |
| 3Y | +495.0% | +66.6% | +428.4% | +509.4% |
| All | +600.6% | +53.2% | +547.3% | +623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling