+121.9%
WFC vs TLN
+630.2%
-508.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.1% |
| 7D | +1.2% | -1.3% | +2.6% | +1.2% |
| 30D | +5.2% | -10.5% | +15.7% | +6.2% |
| 3M | -3.0% | +0.1% | -3.1% | -3.6% |
| 6M | +6.2% | -17.4% | +23.6% | +7.4% |
| YTD | -7.9% | -9.7% | +1.7% | -8.5% |
| 1Y | +0.3% | -12.3% | +12.5% | -0.1% |
| 3Y | +117.7% | +528.3% | -410.5% | +77.4% |
| All | +121.9% | +630.2% | -508.3% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling