-35.3%
TSLL vs W
+39.1%
-74.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.5% | -14.4% | -13.1% |
| 7D | +1.9% | -4.2% | +6.1% | +3.7% |
| 30D | +17.8% | -7.6% | +25.3% | +21.8% |
| 3M | -37.0% | +37.2% | -74.2% | -48.5% |
| 6M | -37.7% | +26.3% | -64.0% | -47.4% |
| YTD | -51.4% | -1.0% | -50.4% | -54.5% |
| 1Y | -23.4% | +20.1% | -43.4% | -38.3% |
| All | -35.3% | +39.1% | -74.4% | -58.1% |
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