-17.3%
TLN vs WWD
+27.2%
-44.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.9% | -6.6% | -7.7% |
| 7D | -6.0% | +7.3% | -13.4% | -8.9% |
| 30D | -1.5% | -2.0% | +0.4% | -0.5% |
| 3M | -3.9% | -12.6% | +8.7% | +1.6% |
| 6M | -15.0% | -8.4% | -6.6% | -11.8% |
| YTD | -12.8% | +8.2% | -21.1% | -14.1% |
| 1Y | -17.3% | +26.5% | -43.9% | -20.5% |
| All | -17.3% | +27.2% | -44.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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