-55.4%
TSLL vs WBD
+102.7%
-158.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.6% |
| 7D | +1.9% | -1.8% | +3.7% | +3.1% |
| 30D | +17.8% | +8.8% | +9.0% | +11.8% |
| 3M | -37.0% | +4.6% | -41.6% | -38.5% |
| 6M | -37.7% | +1.1% | -38.7% | -37.8% |
| YTD | -51.4% | -2.0% | -49.4% | -50.5% |
| 1Y | -23.4% | +140.0% | -163.4% | -56.9% |
| 3Y | -30.8% | +144.4% | -175.2% | -64.0% |
| All | -55.4% | +102.7% | -158.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling