-15.1%
TLN vs WWD
+40.3%
-55.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.5% |
| 7D | +10.9% | +0.8% | +10.1% | +10.5% |
| 30D | -6.3% | -6.4% | +0.1% | -3.9% |
| 3M | -10.7% | -5.6% | -5.1% | -8.9% |
| 6M | +1.6% | -9.1% | +10.7% | +4.5% |
| YTD | -13.1% | +12.5% | -25.6% | -16.0% |
| 1Y | -15.1% | +41.3% | -56.4% | -20.5% |
| All | -15.1% | +40.3% | -55.4% | -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