-15.4%
TSLL vs WETO
-99.4%
+84.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | -0.1% |
| 7D | +5.1% | -38.7% | +43.8% | +5.7% |
| 30D | +20.0% | -51.3% | +71.3% | +14.9% |
| 3M | -23.8% | -97.8% | +74.1% | -18.7% |
| 6M | -30.3% | -94.8% | +64.5% | -31.8% |
| YTD | -47.7% | -97.2% | +49.5% | -45.1% |
| 1Y | -21.2% | -98.9% | +77.8% | -9.1% |
| All | -15.4% | -99.4% | +84.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling