+135.7%
WFC vs TLN
+589.3%
-453.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +0.4% | +5.8% | -5.4% | -0.2% |
| 30D | +2.5% | -6.9% | +9.3% | +3.1% |
| 3M | +10.0% | -10.9% | +20.9% | +10.8% |
| 6M | +15.1% | -4.6% | +19.7% | +14.4% |
| YTD | -2.2% | -14.7% | +12.5% | -1.8% |
| 1Y | +13.5% | -17.9% | +31.4% | +14.1% |
| 3Y | +135.2% | +483.9% | -348.7% | +93.5% |
| All | +135.7% | +589.3% | -453.6% | +103.3% |
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