-33.0%
TSLL vs GWW
+59.1%
-92.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | +17.8% | +3.6% | +14.3% | +16.4% |
| 30D | +8.2% | +12.1% | -3.9% | +4.5% |
| 3M | +20.9% | +12.9% | +8.0% | +16.0% |
| 6M | -37.5% | +19.3% | -56.8% | -42.1% |
| YTD | -44.5% | +48.7% | -93.2% | -52.0% |
| 1Y | -33.0% | +60.5% | -93.5% | -38.8% |
| All | -33.0% | +59.1% | -92.1% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling