-55.4%
TSLL vs WCC
+170.6%
-226.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.9% | -15.7% | -15.0% |
| 7D | +1.9% | +4.5% | -2.6% | -1.9% |
| 30D | +17.8% | -5.8% | +23.6% | +22.8% |
| 3M | -37.0% | -3.7% | -33.4% | -35.3% |
| 6M | -37.7% | +23.1% | -60.7% | -47.8% |
| YTD | -51.4% | +44.2% | -95.5% | -64.6% |
| 1Y | -23.4% | +62.1% | -85.5% | -50.5% |
| 3Y | -30.8% | +121.1% | -151.9% | -64.7% |
| All | -55.4% | +170.6% | -226.0% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling