-48.4%
TSLL vs WCN
+16.8%
-65.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.3% |
| 7D | -11.0% | +2.6% | -13.6% | -9.5% |
| 30D | -5.3% | +25.3% | -30.6% | +8.3% |
| 3M | +20.8% | +15.2% | +5.6% | +31.2% |
| 6M | -36.0% | +26.4% | -62.4% | -26.9% |
| YTD | -47.3% | +9.9% | -57.2% | -37.4% |
| 1Y | -48.4% | +16.2% | -64.6% | -38.9% |
| All | -48.4% | +16.8% | -65.3% | -38.9% |
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