-39.7%
TSLL vs WDAY
-16.3%
-23.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | +33.0% | -4.8% | +37.7% | +33.2% |
| 30D | +7.7% | +2.5% | +5.2% | +7.4% |
| 3M | +34.7% | +8.8% | +26.0% | +34.2% |
| 6M | -31.5% | +60.7% | -92.2% | -32.4% |
| YTD | -42.4% | -11.2% | -31.1% | -35.7% |
| 1Y | -39.7% | -15.6% | -24.1% | -32.9% |
| All | -39.7% | -16.3% | -23.4% | -32.9% |
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