-24.9%
TSLL vs W
+126.8%
-151.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.2% | -13.7% | -18.0% |
| 7D | -28.9% | -5.6% | -23.3% | -26.9% |
| 30D | -21.4% | +7.5% | -29.0% | -24.1% |
| 3M | +5.0% | +5.4% | -0.4% | +1.4% |
| 6M | -36.6% | +79.4% | -116.0% | -55.0% |
| YTD | -56.6% | +12.9% | -69.6% | -62.0% |
| 1Y | -60.9% | +12.4% | -73.3% | -66.3% |
| All | -24.9% | +126.8% | -151.6% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling