-48.9%
TSLL vs WCN
+16.1%
-65.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +11.2% |
| 7D | -14.3% | +1.2% | -15.5% | -13.6% |
| 30D | -6.2% | +24.6% | -30.7% | +7.0% |
| 3M | +21.2% | +14.2% | +7.0% | +30.9% |
| 6M | -36.6% | +25.7% | -62.3% | -27.9% |
| YTD | -47.8% | +9.3% | -57.0% | -38.2% |
| All | -48.9% | +16.1% | -65.0% | -39.6% |
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