-49.1%
TSLL vs TW
+88.3%
-137.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +17.8% | +3.9% | +13.9% | +16.6% |
| 30D | +8.2% | +19.9% | -11.7% | +2.5% |
| 3M | +20.9% | +25.9% | -5.1% | +12.3% |
| 6M | -37.5% | +21.1% | -58.6% | -41.9% |
| YTD | -44.5% | +23.9% | -68.4% | -50.3% |
| 1Y | -33.0% | +21.2% | -54.2% | -39.3% |
| 3Y | -6.4% | +44.8% | -51.2% | -25.0% |
| All | -49.1% | +88.3% | -137.5% | -69.5% |
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