-54.3%
TSLL vs WCN
+14.2%
-68.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +7.8% |
| 7D | -21.2% | +2.9% | -24.1% | -19.7% |
| 30D | -13.3% | +22.1% | -35.4% | -2.0% |
| 3M | +15.4% | +13.2% | +2.2% | +24.1% |
| 6M | -34.2% | +23.7% | -57.9% | -25.3% |
| YTD | -52.9% | +8.7% | -61.6% | -44.7% |
| 1Y | -54.3% | +15.3% | -69.7% | -44.1% |
| All | -54.3% | +14.2% | -68.6% | -44.1% |
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