+476.4%
TLN vs WWD
+170.0%
+306.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.2% |
| 7D | +7.1% | +1.3% | +5.8% | +6.3% |
| 30D | -3.9% | -7.2% | +3.3% | -0.1% |
| 3M | -16.2% | -3.8% | -12.3% | -15.1% |
| 6M | -5.8% | -9.9% | +4.1% | -1.6% |
| YTD | -15.4% | +14.8% | -30.3% | -23.4% |
| 1Y | -16.7% | +42.1% | -58.7% | -34.3% |
| All | +476.4% | +170.0% | +306.4% | +253.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling