-55.4%
TSLL vs TW
+50.7%
-106.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | +17.8% | +3.9% | +13.8% | +16.1% |
| 3M | -37.0% | +5.7% | -42.7% | -39.4% |
| 6M | -37.7% | -14.5% | -23.1% | -34.5% |
| YTD | -51.4% | -0.9% | -50.5% | -53.3% |
| 1Y | -23.4% | -13.5% | -9.9% | -20.5% |
| 3Y | -30.8% | +25.0% | -55.8% | -44.0% |
| All | -55.4% | +50.7% | -106.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling