-44.0%
TSLL vs W
+2.1%
-46.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.3% |
| 7D | +0.5% | -7.4% | +7.9% | +3.4% |
| 30D | +2.7% | +7.8% | -5.2% | +0.9% |
| 3M | +26.3% | +10.9% | +15.4% | +22.5% |
| 6M | -37.2% | +86.4% | -123.6% | -49.6% |
| YTD | -44.2% | +14.0% | -58.2% | -49.7% |
| 1Y | -44.0% | +3.5% | -47.5% | -48.8% |
| All | -44.0% | +2.1% | -46.1% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling