-48.4%
TSLL vs TW
+19.2%
-67.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.5% |
| 7D | -11.0% | +3.1% | -14.1% | -9.5% |
| 30D | -5.3% | +16.7% | -22.0% | +3.0% |
| 3M | +20.8% | +25.2% | -4.4% | +36.8% |
| 6M | -36.0% | +19.5% | -55.5% | -27.8% |
| YTD | -47.3% | +21.0% | -68.3% | -40.8% |
| 1Y | -48.4% | +19.0% | -67.4% | -40.6% |
| All | -48.4% | +19.2% | -67.7% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling