-56.8%
TSLL vs WDAY
+17.0%
-73.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.6% | +12.3% | +10.6% |
| 7D | -21.2% | -2.5% | -18.7% | -20.3% |
| 30D | -13.3% | +4.7% | -18.0% | -16.1% |
| 3M | +15.4% | +13.3% | +2.1% | +5.5% |
| 6M | -34.2% | +57.3% | -91.5% | -54.3% |
| YTD | -52.9% | -10.2% | -42.7% | -50.9% |
| 1Y | -54.3% | -14.1% | -40.3% | -51.1% |
| 3Y | -18.4% | -11.7% | -6.7% | -16.7% |
| All | -56.8% | +17.0% | -73.8% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling