-48.4%
TSLL vs WCC
+23.4%
-71.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -11.0% | -9.9% | -1.1% | -2.9% |
| 30D | -5.3% | -13.4% | +8.1% | +5.9% |
| 3M | +20.8% | -13.5% | +34.3% | +34.3% |
| 6M | -36.0% | -10.6% | -25.4% | -30.4% |
| YTD | -47.3% | +30.1% | -77.4% | -54.8% |
| 1Y | -48.4% | +22.3% | -70.8% | -56.0% |
| All | -48.4% | +23.4% | -71.8% | -56.0% |
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