-6.4%
TSLL vs WCC
+134.5%
-140.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -2.2% |
| 7D | +17.8% | +9.9% | +7.9% | +8.4% |
| 30D | +8.2% | -8.4% | +16.7% | +18.0% |
| 3M | +20.9% | -10.3% | +31.2% | +33.3% |
| 6M | -37.5% | -10.5% | -27.0% | -30.7% |
| YTD | -44.5% | +32.2% | -76.7% | -58.4% |
| 1Y | -33.0% | +25.5% | -58.5% | -47.6% |
| 3Y | -6.4% | +134.7% | -141.1% | -54.1% |
| All | -6.4% | +134.5% | -140.8% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling