-56.8%
TSLL vs TW
+81.2%
-138.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | +4.2% | -25.5% | -22.2% |
| 30D | -13.3% | +18.9% | -32.2% | -17.8% |
| 3M | +15.4% | +23.8% | -8.4% | +7.7% |
| 6M | -34.2% | +17.0% | -51.3% | -38.3% |
| YTD | -52.9% | +19.2% | -72.1% | -57.4% |
| 1Y | -54.3% | +20.1% | -74.4% | -59.1% |
| 3Y | -18.4% | +40.5% | -58.9% | -34.3% |
| All | -56.8% | +81.2% | -138.1% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling