-52.7%
TSLL vs FWONK
+49.7%
-102.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +6.1% | +0.1% | +6.0% | +6.0% |
| 30D | +20.6% | -7.7% | +28.4% | +29.1% |
| 3M | -25.4% | +5.7% | -31.1% | -29.6% |
| 6M | -34.2% | +13.5% | -47.7% | -42.1% |
| YTD | -48.4% | -3.0% | -45.4% | -48.0% |
| 1Y | -30.8% | -6.4% | -24.4% | -28.3% |
| 3Y | -37.4% | +43.8% | -81.2% | -51.0% |
| All | -52.7% | +49.7% | -102.4% | -61.5% |
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