-48.4%
TSLL vs GWW
+55.9%
-104.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | -11.0% | +5.5% | -16.6% | -12.3% |
| 30D | -5.3% | +14.4% | -19.7% | -9.8% |
| 3M | +20.8% | +13.7% | +7.1% | +15.0% |
| 6M | -36.0% | +20.1% | -56.1% | -41.5% |
| YTD | -47.3% | +47.1% | -94.4% | -56.3% |
| 1Y | -48.4% | +56.2% | -104.7% | -57.7% |
| All | -48.4% | +55.9% | -104.4% | -57.7% |
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