-52.1%
TSLL vs TW
+82.0%
-134.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.5% | +10.8% |
| 7D | -14.3% | +3.4% | -17.7% | -15.2% |
| 30D | -6.2% | +15.5% | -21.6% | -10.2% |
| 3M | +21.2% | +25.1% | -3.9% | +12.8% |
| 6M | -36.6% | +18.2% | -54.8% | -40.7% |
| YTD | -47.8% | +19.7% | -67.5% | -52.8% |
| 1Y | -45.2% | +18.1% | -63.4% | -50.2% |
| 3Y | -3.3% | +40.5% | -43.8% | -22.0% |
| All | -52.1% | +82.0% | -134.1% | -71.0% |
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