-51.7%
TSLL vs WCC
+144.2%
-195.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -11.0% | -9.9% | -1.1% | -1.9% |
| 30D | -5.3% | -13.4% | +8.1% | +7.4% |
| 3M | +20.8% | -13.5% | +34.3% | +36.1% |
| 6M | -36.0% | -10.6% | -25.4% | -29.2% |
| YTD | -47.3% | +30.1% | -77.4% | -58.0% |
| 1Y | -48.4% | +22.3% | -70.8% | -57.0% |
| 3Y | -5.4% | +130.3% | -135.7% | -51.3% |
| All | -51.7% | +144.2% | -195.9% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling