-37.0%
TSLL vs WETO
-97.5%
+60.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -20.8% | +9.0% | -11.7% |
| 7D | +1.9% | -55.4% | +57.3% | +2.2% |
| 30D | +17.8% | -48.5% | +66.2% | +13.4% |
| 3M | -37.0% | -97.5% | +60.5% | -26.9% |
| All | -37.0% | -97.5% | +60.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3mo: compounded portfolio wealth divided by compounded WETO 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…
3mo analysis · Full analysis span regression · Available span rolling