-60.3%
TSLL vs WAB
+207.1%
-267.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.6% | -16.3% | -13.7% |
| 7D | -28.9% | -2.5% | -26.4% | -25.3% |
| 30D | -21.4% | -4.4% | -17.1% | -14.9% |
| 3M | +5.0% | -5.9% | +10.9% | +15.7% |
| 6M | -36.6% | +5.9% | -42.5% | -44.1% |
| YTD | -56.6% | +30.9% | -87.6% | -74.4% |
| 1Y | -60.9% | +35.8% | -96.7% | -78.3% |
| 3Y | -25.2% | +154.0% | -179.2% | -77.9% |
| All | -60.3% | +207.1% | -267.4% | -90.3% |
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 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