-55.4%
TSLL vs WEC
+17.5%
-73.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.9% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +17.8% | -1.3% | +19.1% | +17.7% |
| 3M | -37.0% | -3.9% | -33.1% | -37.3% |
| 6M | -37.7% | -8.3% | -29.4% | -37.7% |
| YTD | -51.4% | +3.1% | -54.4% | -52.2% |
| 1Y | -23.4% | +1.9% | -25.3% | -24.6% |
| 3Y | -30.8% | +41.9% | -72.7% | -39.0% |
| All | -55.4% | +17.5% | -73.0% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling