-35.3%
TSLL vs GWW
+91.9%
-127.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.7% |
| 7D | +1.9% | +1.4% | +0.5% | +0.6% |
| 30D | +17.8% | +3.3% | +14.5% | +14.1% |
| 3M | -37.0% | +2.9% | -39.9% | -39.6% |
| 6M | -37.7% | +15.8% | -53.5% | -47.0% |
| YTD | -51.4% | +32.0% | -83.4% | -64.4% |
| 1Y | -23.4% | +29.9% | -53.3% | -43.4% |
| All | -35.3% | +91.9% | -127.2% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling