-18.4%
TSLL vs W
+123.5%
-141.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +9.3% |
| 7D | -21.2% | -3.6% | -17.6% | -19.8% |
| 30D | -13.3% | +7.0% | -20.3% | -16.1% |
| 3M | +15.4% | +7.4% | +8.0% | +10.4% |
| 6M | -34.2% | +69.3% | -103.5% | -52.0% |
| YTD | -52.9% | +11.3% | -64.2% | -58.5% |
| 1Y | -54.3% | +13.2% | -67.6% | -61.0% |
| 3Y | -18.4% | +142.0% | -160.4% | -62.9% |
| All | -18.4% | +123.5% | -141.9% | -62.9% |
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