-52.1%
TSLL vs GWW
+168.0%
-220.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.5% |
| 7D | -14.3% | +5.1% | -19.4% | -18.1% |
| 30D | -6.2% | +12.2% | -18.4% | -15.7% |
| 3M | +21.2% | +13.5% | +7.7% | +7.2% |
| 6M | -36.6% | +17.8% | -54.4% | -46.7% |
| YTD | -47.8% | +44.3% | -92.1% | -64.5% |
| 1Y | -45.2% | +52.8% | -98.1% | -65.1% |
| 3Y | -3.3% | +89.9% | -93.1% | -48.3% |
| All | -52.1% | +168.0% | -220.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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