-60.3%
TSLL vs WCC
+120.9%
-181.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.6% | -12.3% | -14.0% |
| 7D | -28.9% | -21.9% | -7.0% | -12.6% |
| 30D | -21.4% | -25.4% | +4.0% | +0.3% |
| 3M | +5.0% | -23.1% | +28.1% | +29.8% |
| 6M | -36.6% | -18.1% | -18.5% | -25.0% |
| YTD | -56.6% | +17.7% | -74.3% | -62.6% |
| 1Y | -60.9% | +12.4% | -73.2% | -65.1% |
| 3Y | -25.2% | +105.9% | -131.1% | -58.0% |
| All | -60.3% | +120.9% | -181.2% | -81.2% |
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