+529.8%
TLN vs WU
-21.5%
+551.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +6.9% |
| 7D | -1.3% | +11.7% | -13.0% | -0.5% |
| 30D | -10.5% | +12.6% | -23.1% | -9.8% |
| 3M | +0.1% | -0.5% | +0.6% | +0.6% |
| 6M | -17.4% | -18.2% | +0.8% | -17.1% |
| YTD | -9.7% | -19.0% | +9.3% | -9.3% |
| 1Y | -12.3% | -16.7% | +4.4% | -11.9% |
| All | +529.8% | -21.5% | +551.3% | +505.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling