-54.3%
TSLL vs GWW
+51.7%
-106.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.4% | +8.9% |
| 7D | -21.2% | +6.0% | -27.2% | -22.5% |
| 30D | -13.3% | +14.0% | -27.3% | -17.3% |
| 3M | +15.4% | +12.5% | +2.8% | +10.2% |
| 6M | -34.2% | +23.6% | -57.9% | -41.1% |
| YTD | -52.9% | +43.6% | -96.5% | -60.3% |
| 1Y | -54.3% | +52.5% | -106.8% | -61.0% |
| All | -54.3% | +51.7% | -106.1% | -61.0% |
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