-31.5%
TSLL vs TW
+20.1%
-51.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.9% |
| 7D | +33.0% | +3.2% | +29.8% | +35.8% |
| 30D | +7.7% | +19.7% | -12.0% | +22.4% |
| 3M | +34.7% | +26.8% | +7.9% | +59.8% |
| 6M | -31.5% | +20.9% | -52.4% | -32.6% |
| All | -31.5% | +20.1% | -51.6% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling