-60.3%
TSLL vs WEC
+31.2%
-91.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -21.9% |
| 7D | -28.9% | +3.2% | -32.1% | -28.7% |
| 30D | -21.4% | +14.7% | -36.1% | -20.9% |
| 3M | +5.0% | +10.2% | -5.3% | +5.5% |
| 6M | -36.6% | +4.5% | -41.0% | -36.4% |
| YTD | -56.6% | +15.1% | -71.8% | -57.2% |
| 1Y | -60.9% | +9.4% | -70.3% | -61.0% |
| 3Y | -25.2% | +56.9% | -82.1% | -33.3% |
| All | -60.3% | +31.2% | -91.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling