-49.1%
TSLL vs WDAY
+19.1%
-68.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.8% | -5.3% |
| 7D | +17.8% | +1.8% | +16.0% | +16.5% |
| 30D | +8.2% | +4.1% | +4.2% | +5.1% |
| 3M | +20.9% | -4.8% | +25.7% | +22.4% |
| 6M | -37.5% | +68.6% | -106.1% | -58.4% |
| YTD | -44.5% | -8.5% | -36.0% | -42.7% |
| 1Y | -33.0% | -12.1% | -20.9% | -29.5% |
| 3Y | -6.4% | -13.2% | +6.8% | -2.4% |
| All | -49.1% | +19.1% | -68.3% | -60.5% |
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