-33.0%
TSLL vs WCN
+16.4%
-49.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | +2.6% | +15.2% | +19.6% |
| 30D | +8.2% | +23.9% | -15.7% | +23.4% |
| 3M | +20.9% | +17.4% | +3.4% | +33.1% |
| 6M | -37.5% | +28.0% | -65.5% | -27.8% |
| YTD | -44.5% | +11.6% | -56.1% | -33.5% |
| 1Y | -33.0% | +16.9% | -49.8% | -18.4% |
| All | -33.0% | +16.4% | -49.4% | -18.4% |
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