+731.6%
TLN vs WWD
+210.8%
+520.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.2% |
| 7D | +22.3% | +8.2% | +14.1% | +17.4% |
| 30D | +1.2% | -0.2% | +1.4% | +1.4% |
| 3M | +5.9% | -8.4% | +14.3% | +11.0% |
| 6M | +3.2% | -9.5% | +12.7% | +8.2% |
| YTD | +3.2% | +10.1% | -6.9% | -3.7% |
| 1Y | +5.2% | +21.6% | -16.4% | -7.5% |
| 3Y | +606.3% | +149.6% | +456.7% | +363.5% |
| All | +731.6% | +210.8% | +520.7% | +433.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling