-55.4%
TSLL vs WCN
+21.4%
-76.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.4% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | +17.8% | +0.4% | +17.3% | +17.8% |
| 3M | -37.0% | +7.3% | -44.3% | -39.9% |
| 6M | -37.7% | -2.5% | -35.2% | -37.6% |
| YTD | -51.4% | -5.4% | -46.0% | -50.4% |
| 1Y | -23.4% | -8.5% | -14.9% | -20.3% |
| 3Y | -30.8% | +20.8% | -51.6% | -43.2% |
| All | -55.4% | +21.4% | -76.9% | -62.9% |
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 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