-60.3%
TSLL vs WAT
+36.7%
-97.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.1% | -18.8% | -20.3% |
| 7D | -28.9% | -5.6% | -23.3% | -26.6% |
| 30D | -21.4% | +3.8% | -25.3% | -22.6% |
| 3M | +5.0% | +13.3% | -8.3% | -0.9% |
| 6M | -36.6% | +32.2% | -68.8% | -45.2% |
| YTD | -56.6% | +19.3% | -75.9% | -61.1% |
| 1Y | -60.9% | +21.8% | -82.7% | -65.4% |
| 3Y | -25.2% | +73.9% | -99.2% | -49.6% |
| All | -60.3% | +36.7% | -97.0% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling