-56.8%
TSLL vs WING
+25.9%
-82.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +9.2% |
| 7D | -21.2% | +9.0% | -30.3% | -23.9% |
| 30D | -13.3% | +39.9% | -53.2% | -24.6% |
| 3M | +15.4% | +40.4% | -25.0% | -1.5% |
| 6M | -34.2% | +12.9% | -47.1% | -40.1% |
| YTD | -52.9% | -31.1% | -21.8% | -49.2% |
| 1Y | -54.3% | -32.7% | -21.6% | -50.4% |
| 3Y | -18.4% | -19.8% | +1.4% | -32.0% |
| All | -56.8% | +25.9% | -82.8% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling