-52.1%
TSLL vs WING
+36.5%
-88.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.4% | +2.5% | +7.7% |
| 7D | -14.3% | +8.6% | -22.9% | -16.9% |
| 30D | -6.2% | +44.8% | -50.9% | -19.3% |
| 3M | +21.2% | +51.9% | -30.8% | +0.6% |
| 6M | -36.6% | +37.2% | -73.8% | -46.4% |
| YTD | -47.8% | -25.3% | -22.5% | -45.3% |
| 1Y | -45.2% | -25.1% | -20.1% | -43.2% |
| 3Y | -3.3% | -12.9% | +9.7% | -21.8% |
| All | -52.1% | +36.5% | -88.6% | -74.4% |
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