-46.0%
TSLL vs WCC
+24.5%
-70.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.9% | +3.6% | +1.0% |
| 7D | -9.4% | -8.8% | -0.6% | -4.0% |
| 30D | +1.6% | -16.0% | +17.6% | +14.7% |
| 3M | +29.4% | -15.2% | +44.6% | +44.2% |
| 6M | -20.1% | -8.4% | -11.8% | -15.7% |
| YTD | -44.5% | +30.1% | -74.6% | -54.6% |
| 1Y | -46.0% | +26.4% | -72.5% | -57.9% |
| All | -46.0% | +24.5% | -70.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling