+570.0%
TLN vs WY
-16.0%
+586.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.2% |
| 7D | +2.0% | -3.7% | +5.6% | +2.5% |
| 30D | -12.9% | -11.3% | -1.6% | -11.5% |
| 3M | -7.4% | -8.1% | +0.7% | -6.4% |
| 6M | -6.0% | -7.4% | +1.4% | -5.2% |
| YTD | -16.9% | -4.7% | -12.2% | -16.5% |
| 1Y | -22.6% | -9.2% | -13.4% | -21.6% |
| 3Y | +469.0% | -24.7% | +493.7% | +492.8% |
| All | +570.0% | -16.0% | +586.0% | +559.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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