-47.2%
TSLL vs FWONK
+71.4%
-118.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +4.5% |
| 7D | +33.0% | +2.7% | +30.2% | +30.4% |
| 30D | +7.7% | +17.7% | -10.0% | -7.5% |
| 3M | +34.7% | +5.6% | +29.1% | +26.5% |
| 6M | -31.5% | +20.7% | -52.2% | -43.5% |
| YTD | -42.4% | +11.1% | -53.5% | -49.1% |
| 1Y | -39.7% | +7.7% | -47.4% | -45.2% |
| 3Y | +3.4% | +61.3% | -57.9% | -27.9% |
| All | -47.2% | +71.4% | -118.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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