-52.1%
TSLL vs WAB
+228.8%
-280.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.1% | +5.8% | +3.3% |
| 7D | -14.3% | +4.0% | -18.3% | -17.6% |
| 30D | -6.2% | +4.5% | -10.6% | -10.2% |
| 3M | +21.2% | +2.3% | +18.9% | +18.8% |
| 6M | -36.6% | +12.5% | -49.1% | -48.4% |
| YTD | -47.8% | +40.2% | -87.9% | -72.0% |
| 1Y | -45.2% | +45.2% | -90.4% | -72.3% |
| 3Y | -3.3% | +171.8% | -175.1% | -73.9% |
| All | -52.1% | +228.8% | -280.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling