-48.9%
TSLL vs WAT
+42.1%
-91.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.7% |
| 30D | +2.7% | +9.0% | -6.3% | -1.3% |
| 3M | +26.3% | +13.5% | +12.8% | +19.1% |
| 6M | -37.2% | +35.3% | -72.5% | -46.3% |
| YTD | -44.2% | +24.0% | -68.2% | -50.9% |
| 1Y | -44.0% | +22.0% | -65.9% | -50.2% |
| 3Y | 0.0% | +84.0% | -84.0% | -34.6% |
| All | -48.9% | +42.1% | -91.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling