-51.7%
TSLL vs TW
+83.9%
-135.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -11.0% | +3.1% | -14.1% | -11.8% |
| 30D | -5.3% | +16.7% | -22.0% | -9.6% |
| 3M | +20.8% | +25.2% | -4.4% | +12.4% |
| 6M | -36.0% | +19.5% | -55.5% | -40.3% |
| YTD | -47.3% | +21.0% | -68.3% | -52.5% |
| 1Y | -48.4% | +19.0% | -67.4% | -53.2% |
| 3Y | -5.4% | +40.7% | -46.1% | -23.4% |
| All | -51.7% | +83.9% | -135.6% | -70.9% |
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