-54.3%
TSLL vs WAB
+39.3%
-93.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +7.3% |
| 7D | -21.2% | +1.4% | -22.6% | -20.8% |
| 30D | -13.3% | +0.4% | -13.7% | -12.2% |
| 3M | +15.4% | -3.8% | +19.2% | +19.1% |
| 6M | -34.2% | +5.1% | -39.3% | -36.3% |
| YTD | -52.9% | +33.3% | -86.2% | -64.9% |
| 1Y | -54.3% | +39.8% | -94.2% | -68.3% |
| All | -54.3% | +39.3% | -93.7% | -68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling