-51.9%
TSLL vs FWONK
+48.7%
-100.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.4% | +8.4% |
| 7D | +5.8% | -2.1% | +7.9% | +7.8% |
| 30D | +21.7% | -7.7% | +29.4% | +30.1% |
| 3M | -28.2% | +9.3% | -37.5% | -34.3% |
| 6M | -29.5% | +13.3% | -42.8% | -37.9% |
| YTD | -47.5% | -3.6% | -43.9% | -46.9% |
| 1Y | -20.8% | -6.8% | -14.0% | -17.5% |
| 3Y | -26.7% | +43.9% | -70.6% | -42.5% |
| All | -51.9% | +48.7% | -100.6% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling