-48.9%
TSLL vs TW
+85.3%
-134.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.6% |
| 7D | +0.5% | +2.8% | -2.4% | -0.3% |
| 30D | +2.7% | +18.1% | -15.4% | -2.4% |
| 3M | +26.3% | +25.2% | +1.0% | +17.5% |
| 6M | -37.2% | +19.1% | -56.3% | -41.3% |
| YTD | -44.2% | +21.9% | -66.1% | -49.8% |
| 1Y | -44.0% | +18.9% | -62.9% | -49.0% |
| 3Y | 0.0% | +41.7% | -41.7% | -19.2% |
| All | -48.9% | +85.3% | -134.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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