-51.7%
TSLL vs WDAY
+14.6%
-66.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -11.0% | -4.6% | -6.4% | -9.0% |
| 30D | -5.3% | +1.2% | -6.5% | -6.7% |
| 3M | +20.8% | +2.6% | +18.3% | +16.7% |
| 6M | -36.0% | +47.8% | -83.8% | -53.6% |
| YTD | -47.3% | -12.1% | -35.2% | -44.4% |
| 1Y | -48.4% | -17.1% | -31.3% | -43.5% |
| 3Y | -5.4% | -17.9% | +12.4% | +2.1% |
| All | -51.7% | +14.6% | -66.3% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling