-35.3%
TSLL vs WAB
+153.4%
-188.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -13.0% |
| 7D | +1.9% | -3.2% | +5.1% | +6.9% |
| 30D | +17.8% | -4.4% | +22.2% | +25.9% |
| 3M | -37.0% | +7.9% | -44.9% | -48.0% |
| 6M | -37.7% | +8.7% | -46.4% | -50.8% |
| YTD | -51.4% | +33.0% | -84.3% | -75.0% |
| 1Y | -23.4% | +46.7% | -70.0% | -68.3% |
| All | -35.3% | +153.4% | -188.7% | -85.5% |
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