-58.0%
TSLL vs WEC
+9.0%
-67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -21.7% |
| 7D | -28.9% | +3.2% | -32.1% | -26.4% |
| 30D | -21.4% | +14.7% | -36.1% | -9.0% |
| 3M | +5.0% | +10.2% | -5.3% | +16.4% |
| 6M | -36.6% | +4.5% | -41.0% | -33.5% |
| YTD | -56.6% | +15.1% | -71.8% | -50.0% |
| All | -58.0% | +9.0% | -67.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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