-51.7%
TSLL vs W
+61.1%
-112.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.6% |
| 7D | -11.0% | +1.1% | -12.1% | -11.3% |
| 30D | -5.3% | +6.4% | -11.7% | -8.0% |
| 3M | +20.8% | +9.0% | +11.8% | +15.1% |
| 6M | -36.0% | +69.8% | -105.8% | -52.5% |
| YTD | -47.3% | +12.1% | -59.3% | -53.5% |
| 1Y | -48.4% | 0.0% | -48.5% | -52.5% |
| 3Y | -5.4% | +160.3% | -165.8% | -52.3% |
| All | -51.7% | +61.1% | -112.8% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling