+628.3%
TLN vs WWD
+197.2%
+431.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.7% | +5.3% |
| 7D | -1.3% | +4.2% | -5.5% | -3.3% |
| 30D | -10.5% | -2.1% | -8.3% | -9.3% |
| 3M | +0.1% | -13.2% | +13.3% | +7.9% |
| 6M | -17.4% | -16.9% | -0.5% | -9.5% |
| YTD | -9.7% | +5.2% | -14.9% | -13.7% |
| 1Y | -12.3% | +20.6% | -32.8% | -22.7% |
| 3Y | +528.3% | +146.3% | +381.9% | +321.5% |
| All | +628.3% | +197.2% | +431.1% | +378.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling