-46.0%
TSLL vs WCN
+16.1%
-62.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.8% | -9.1% | -4.6% |
| 7D | -9.4% | +6.7% | -16.1% | -5.7% |
| 30D | +1.6% | +24.3% | -22.7% | +16.3% |
| 3M | +29.4% | +16.1% | +13.3% | +41.7% |
| 6M | -20.1% | +19.9% | -40.1% | -8.5% |
| YTD | -44.5% | +10.1% | -54.6% | -34.8% |
| 1Y | -46.0% | +14.4% | -60.4% | -34.6% |
| All | -46.0% | +16.1% | -62.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling