-36.6%
TSLL vs W
+72.4%
-109.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.2% | -13.7% | -19.5% |
| 7D | -28.9% | -5.6% | -23.3% | -27.3% |
| 30D | -21.4% | +7.5% | -29.0% | -22.3% |
| 3M | +5.0% | +5.4% | -0.4% | +3.9% |
| 6M | -36.6% | +79.4% | -116.0% | -48.8% |
| All | -36.6% | +72.4% | -109.0% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling