+84.2%
WAT vs TLN
+683.0%
-598.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.1% | +3.8% |
| 7D | +6.0% | +9.1% | -3.0% | +5.5% |
| 30D | +9.9% | -4.1% | +14.0% | +10.0% |
| 3M | +17.2% | +4.4% | +12.7% | +16.7% |
| 6M | +34.2% | -6.0% | +40.2% | +34.0% |
| YTD | +25.5% | -3.1% | +28.6% | +24.9% |
| 1Y | +28.3% | -6.1% | +34.3% | +27.6% |
| 3Y | +88.4% | +575.3% | -487.0% | +62.4% |
| All | +84.2% | +683.0% | -598.8% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling