-33.0%
TSLL vs W
+0.7%
-33.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +17.8% | +0.2% | +17.7% | +17.8% |
| 30D | +8.2% | +6.8% | +1.4% | +6.7% |
| 3M | +20.9% | +10.7% | +10.2% | +17.5% |
| 6M | -37.5% | +86.3% | -123.8% | -49.2% |
| YTD | -44.5% | +11.5% | -56.0% | -49.5% |
| 1Y | -33.0% | +5.1% | -38.1% | -39.4% |
| All | -33.0% | +0.7% | -33.7% | -39.4% |
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 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