-56.8%
TSLL vs WAT
+38.1%
-94.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +8.1% |
| 7D | -21.2% | -1.1% | -20.1% | -20.5% |
| 30D | -13.3% | +5.0% | -18.3% | -15.1% |
| 3M | +15.4% | +14.5% | +0.9% | +8.3% |
| 6M | -34.2% | +30.9% | -65.2% | -42.9% |
| YTD | -52.9% | +20.5% | -73.4% | -58.0% |
| 1Y | -54.3% | +23.3% | -77.6% | -59.9% |
| 3Y | -18.4% | +81.5% | -99.9% | -46.4% |
| All | -56.8% | +38.1% | -94.9% | -65.8% |
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