+581.7%
TLN vs WY
-12.1%
+593.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.6% |
| 7D | +7.1% | -1.7% | +8.8% | +7.3% |
| 30D | -3.9% | -10.1% | +6.2% | -2.5% |
| 3M | -16.2% | -5.1% | -11.0% | -15.6% |
| 6M | -5.8% | -4.8% | -1.0% | -5.5% |
| YTD | -15.4% | -0.2% | -15.2% | -15.6% |
| 1Y | -16.7% | -6.6% | -10.1% | -16.0% |
| 3Y | +473.8% | -22.7% | +496.5% | +498.8% |
| All | +581.7% | -12.1% | +593.8% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling