-3.3%
TSLL vs WAB
+174.1%
-177.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.1% | +5.8% | +2.5% |
| 7D | -14.3% | +4.0% | -18.3% | -18.1% |
| 30D | -6.2% | +4.5% | -10.6% | -10.8% |
| 3M | +21.2% | +2.3% | +18.9% | +18.3% |
| 6M | -36.6% | +12.5% | -49.1% | -50.2% |
| YTD | -47.8% | +40.2% | -87.9% | -75.6% |
| 1Y | -45.2% | +45.2% | -90.4% | -76.2% |
| 3Y | -3.3% | +171.8% | -175.1% | -79.7% |
| All | -3.3% | +174.1% | -177.3% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling