-36.5%
TSLL vs FWONK
+46.4%
-83.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -1.9% |
| 7D | +5.1% | -0.6% | +5.7% | +5.7% |
| 30D | +20.0% | -5.8% | +25.7% | +26.2% |
| 3M | -23.8% | +10.0% | -33.8% | -30.9% |
| 6M | -30.3% | +14.7% | -45.0% | -39.7% |
| YTD | -47.7% | -1.7% | -45.9% | -47.6% |
| 1Y | -21.2% | -4.6% | -16.6% | -19.0% |
| All | -36.5% | +46.4% | -83.0% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling