+29.4%
TSLL vs W
+12.4%
+17.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +11.0% | -17.3% | -7.1% |
| 7D | -9.4% | +8.4% | -17.8% | -9.7% |
| 30D | +1.6% | +16.5% | -14.9% | -0.1% |
| 3M | +29.4% | +6.4% | +23.0% | +34.0% |
| All | +29.4% | +12.4% | +17.0% | +34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling