-56.8%
TSLL vs WCC
+125.7%
-182.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.5% | +6.9% |
| 7D | -21.2% | -14.7% | -6.5% | -9.6% |
| 30D | -13.3% | -20.1% | +6.8% | +4.8% |
| 3M | +15.4% | -21.2% | +36.5% | +39.9% |
| 6M | -34.2% | -19.2% | -15.1% | -21.3% |
| YTD | -52.9% | +20.2% | -73.1% | -60.1% |
| 1Y | -54.3% | +14.5% | -68.8% | -59.8% |
| 3Y | -18.4% | +115.1% | -133.5% | -55.6% |
| All | -56.8% | +125.7% | -182.5% | -79.9% |
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