-55.4%
TSLL vs WDAY
+18.7%
-74.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.4% | -6.5% | -8.8% |
| 7D | +1.9% | -4.4% | +6.3% | +4.6% |
| 30D | +17.8% | +14.7% | +3.0% | +8.4% |
| 3M | -37.0% | +32.4% | -69.4% | -48.0% |
| 6M | -37.7% | +36.9% | -74.6% | -52.2% |
| YTD | -51.4% | -8.8% | -42.5% | -49.0% |
| 1Y | -23.4% | -15.3% | -8.1% | -15.8% |
| 3Y | -30.8% | -21.2% | -9.6% | -21.0% |
| All | -55.4% | +18.7% | -74.2% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling