-49.1%
TSLL vs WDAY
+22.4%
-71.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.0% | -8.3% | -7.4% |
| 7D | -9.4% | -1.2% | -8.2% | -9.0% |
| 30D | +1.6% | +6.8% | -5.2% | -2.6% |
| 3M | +29.4% | +17.8% | +11.6% | +16.0% |
| 6M | -20.1% | +57.8% | -78.0% | -44.3% |
| YTD | -44.5% | -6.0% | -38.5% | -43.4% |
| 1Y | -46.0% | -13.5% | -32.5% | -41.6% |
| 3Y | -4.3% | -7.6% | +3.3% | -4.6% |
| All | -49.1% | +22.4% | -71.6% | -60.9% |
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 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