-44.0%
TSLL vs WDAY
-15.6%
-28.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.7% |
| 7D | +0.5% | -5.3% | +5.8% | +0.7% |
| 30D | +2.7% | +1.5% | +1.1% | +2.4% |
| 3M | +26.3% | +5.5% | +20.8% | +25.7% |
| 6M | -37.2% | +57.4% | -94.6% | -37.7% |
| YTD | -44.2% | -11.0% | -33.2% | -37.8% |
| 1Y | -44.0% | -15.8% | -28.2% | -37.7% |
| All | -44.0% | -15.6% | -28.4% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling