+495.0%
TLN vs WY
-23.0%
+518.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | +10.9% | -2.1% | +13.0% | +11.2% |
| 30D | -6.3% | -10.5% | +4.2% | -5.0% |
| 3M | -10.7% | -4.9% | -5.8% | -10.2% |
| 6M | +1.6% | -4.9% | +6.5% | +2.0% |
| YTD | -13.1% | -1.7% | -11.4% | -13.0% |
| 1Y | -15.1% | -9.4% | -5.7% | -14.1% |
| 3Y | +495.0% | -22.3% | +517.3% | +510.1% |
| All | +495.0% | -23.0% | +518.0% | +510.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling