-51.7%
TSLL vs WAB
+234.7%
-286.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -1.7% |
| 7D | -11.0% | +4.0% | -15.0% | -14.5% |
| 30D | -5.3% | +6.3% | -11.6% | -11.8% |
| 3M | +20.8% | +3.3% | +17.5% | +16.8% |
| 6M | -36.0% | +14.5% | -50.5% | -49.2% |
| YTD | -47.3% | +42.7% | -90.0% | -72.5% |
| 1Y | -48.4% | +45.2% | -93.6% | -73.8% |
| 3Y | -5.4% | +173.8% | -179.2% | -74.9% |
| All | -51.7% | +234.7% | -286.4% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling