-52.1%
TSLL vs WCC
+144.0%
-196.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.1% | +2.8% | +4.2% |
| 7D | -14.3% | -5.7% | -8.6% | -9.2% |
| 30D | -6.2% | -13.5% | +7.3% | +6.4% |
| 3M | +21.2% | -12.9% | +34.1% | +35.7% |
| 6M | -36.6% | -10.7% | -25.9% | -29.8% |
| YTD | -47.8% | +30.0% | -77.8% | -58.4% |
| 1Y | -45.2% | +24.7% | -69.9% | -55.0% |
| 3Y | -3.3% | +136.6% | -139.8% | -51.0% |
| All | -52.1% | +144.0% | -196.2% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling