-44.0%
TSLL vs WCN
+16.5%
-60.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +6.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.8% |
| 30D | +2.7% | +25.3% | -22.7% | +17.4% |
| 3M | +26.3% | +15.4% | +10.8% | +37.2% |
| 6M | -37.2% | +27.8% | -65.0% | -28.1% |
| YTD | -44.2% | +10.6% | -54.8% | -33.5% |
| 1Y | -44.0% | +15.8% | -59.7% | -33.4% |
| All | -44.0% | +16.5% | -60.4% | -33.4% |
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