-56.8%
TSLL vs WCN
+39.5%
-96.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.0% |
| 7D | -21.2% | +2.9% | -24.1% | -21.9% |
| 30D | -13.3% | +22.1% | -35.4% | -19.0% |
| 3M | +15.4% | +13.2% | +2.2% | +10.9% |
| 6M | -34.2% | +23.7% | -57.9% | -40.5% |
| YTD | -52.9% | +8.7% | -61.6% | -54.2% |
| 1Y | -54.3% | +15.3% | -69.7% | -57.6% |
| 3Y | -18.4% | +46.0% | -64.4% | -39.2% |
| All | -56.8% | +39.5% | -96.4% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling