-56.8%
TSLL vs W
+59.9%
-116.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +9.3% |
| 7D | -21.2% | -3.6% | -17.6% | -19.9% |
| 30D | -13.3% | +7.0% | -20.3% | -16.1% |
| 3M | +15.4% | +7.4% | +8.0% | +10.6% |
| 6M | -34.2% | +69.3% | -103.5% | -51.2% |
| YTD | -52.9% | +11.3% | -64.2% | -58.3% |
| 1Y | -54.3% | +13.2% | -67.6% | -60.7% |
| 3Y | -18.4% | +142.0% | -160.4% | -57.5% |
| All | -56.8% | +59.9% | -116.8% | -79.4% |
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