-39.7%
TSLL vs WAB
+44.7%
-84.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.3% |
| 7D | +33.0% | +7.9% | +25.1% | +26.0% |
| 30D | +7.7% | +4.9% | +2.8% | +5.3% |
| 3M | +34.7% | +1.8% | +32.9% | +33.5% |
| 6M | -31.5% | +12.0% | -43.5% | -36.6% |
| YTD | -42.4% | +41.3% | -83.6% | -58.9% |
| 1Y | -39.7% | +43.8% | -83.5% | -58.1% |
| All | -39.7% | +44.7% | -84.4% | -58.1% |
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