-49.9%
TSLL vs WBD
+122.0%
-172.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.1% | +13.8% | -48.9% | -42.7% |
| 7D | -35.1% | +13.8% | -48.9% | -42.7% |
| 30D | -35.1% | +13.8% | -48.9% | -42.7% |
| 3M | -35.1% | +13.8% | -48.9% | -42.7% |
| 6M | -8.9% | +13.3% | -22.1% | -19.5% |
| YTD | -45.4% | +7.4% | -52.7% | -49.9% |
| 1Y | -44.9% | +63.0% | -107.9% | -61.5% |
| 3Y | -27.8% | +206.7% | -234.5% | -68.6% |
| All | -49.9% | +122.0% | -172.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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