-22.0%
TLN vs WY
-9.1%
-12.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.3% | -4.2% | +2.8% | -0.6% |
| 30D | -14.3% | -10.1% | -4.2% | -12.8% |
| 3M | -9.3% | -8.5% | -0.8% | -7.9% |
| 6M | -1.1% | -3.3% | +2.2% | -0.8% |
| YTD | -16.6% | -4.4% | -12.2% | -15.9% |
| 1Y | -22.0% | -11.5% | -10.5% | -16.4% |
| All | -22.0% | -9.1% | -12.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling