+587.5%
TLN vs WY
-13.7%
+601.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +5.8% | -1.7% | +7.5% | +6.1% |
| 30D | -6.9% | -9.9% | +3.0% | -5.5% |
| 3M | -10.9% | -7.5% | -3.4% | -10.0% |
| 6M | -4.6% | -5.1% | +0.5% | -4.1% |
| YTD | -14.7% | -2.1% | -12.6% | -14.6% |
| 1Y | -17.9% | -7.3% | -10.6% | -17.1% |
| 3Y | +483.9% | -22.6% | +506.5% | +505.8% |
| All | +587.5% | -13.7% | +601.2% | +574.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling