+587.5%
TLN vs WWD
+216.2%
+371.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +5.8% | +0.6% | +5.2% | +5.5% |
| 30D | -6.9% | -5.1% | -1.8% | -4.4% |
| 3M | -10.9% | -11.2% | +0.3% | -5.8% |
| 6M | -4.6% | -12.0% | +7.4% | +0.6% |
| YTD | -14.7% | +12.0% | -26.7% | -21.3% |
| 1Y | -17.9% | +42.8% | -60.7% | -34.6% |
| 3Y | +483.9% | +168.9% | +314.9% | +277.8% |
| All | +587.5% | +216.2% | +371.2% | +335.8% |
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