-55.4%
TSLL vs FWONK
+49.5%
-105.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -10.6% |
| 7D | +1.9% | -6.2% | +8.1% | +7.6% |
| 30D | +17.8% | -0.6% | +18.3% | +18.2% |
| 3M | -37.0% | +11.1% | -48.1% | -43.3% |
| 6M | -37.7% | +11.7% | -49.4% | -44.4% |
| YTD | -51.4% | -3.1% | -48.3% | -51.0% |
| 1Y | -23.4% | -4.2% | -19.2% | -22.2% |
| 3Y | -30.8% | +38.3% | -69.1% | -44.1% |
| All | -55.4% | +49.5% | -105.0% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling