+583.3%
TLN vs WY
-24.2%
+607.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +15.9% | -5.1% | +20.9% | +16.1% |
| 30D | -0.3% | +9.0% | -9.3% | -1.2% |
| 3M | +5.8% | -16.7% | +22.5% | +8.4% |
| 6M | -1.2% | -10.3% | +9.0% | +0.1% |
| YTD | +1.0% | -10.5% | +11.5% | +2.4% |
| 1Y | +1.1% | -5.9% | +7.0% | +2.1% |
| All | +583.3% | -24.2% | +607.6% | +613.0% |
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