-17.9%
TLN vs WU
-11.2%
-6.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | +5.8% | -4.9% | +10.8% | +5.7% |
| 30D | -6.9% | -1.3% | -5.6% | -6.9% |
| 3M | -10.9% | -3.6% | -7.3% | -11.4% |
| 6M | -4.6% | -24.3% | +19.7% | -4.7% |
| YTD | -14.7% | -21.1% | +6.4% | -14.9% |
| 1Y | -17.9% | -10.3% | -7.6% | -22.7% |
| All | -17.9% | -11.2% | -6.7% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling