-3.3%
TSLL vs WAT
+85.3%
-88.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +8.9% |
| 7D | -14.3% | +6.0% | -20.4% | -16.2% |
| 30D | -6.2% | +9.9% | -16.1% | -9.7% |
| 3M | +21.2% | +17.2% | +4.0% | +13.4% |
| 6M | -36.6% | +34.2% | -70.8% | -44.6% |
| YTD | -47.8% | +25.5% | -73.3% | -53.4% |
| 1Y | -45.2% | +28.3% | -73.5% | -51.8% |
| 3Y | -3.3% | +88.4% | -91.6% | -28.4% |
| All | -3.3% | +85.3% | -88.6% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling