-54.3%
TSLL vs W
+10.8%
-65.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +9.1% |
| 7D | -21.2% | -3.6% | -17.6% | -20.1% |
| 30D | -13.3% | +7.0% | -20.3% | -14.6% |
| 3M | +15.4% | +7.4% | +8.0% | +13.0% |
| 6M | -34.2% | +69.3% | -103.5% | -45.3% |
| YTD | -52.9% | +11.3% | -64.2% | -57.4% |
| 1Y | -54.3% | +13.2% | -67.6% | -58.6% |
| All | -54.3% | +10.8% | -65.2% | -58.6% |
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