+55.7%
WAT vs TLN
+602.5%
-546.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -1.7% |
| 7D | -0.7% | +10.9% | -11.6% | -1.2% |
| 30D | -1.0% | -6.3% | +5.3% | -0.7% |
| 3M | +10.9% | -10.7% | +21.6% | +11.3% |
| 6M | +33.2% | +1.6% | +31.6% | +32.7% |
| YTD | +6.1% | -13.1% | +19.2% | +6.3% |
| 1Y | +30.2% | -15.1% | +45.3% | +30.4% |
| 3Y | +52.9% | +495.0% | -442.1% | +33.5% |
| All | +55.7% | +602.5% | -546.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling