-35.3%
TSLL vs WING
-29.7%
-5.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -11.5% |
| 7D | +1.9% | -3.9% | +5.7% | +3.0% |
| 30D | +17.8% | -11.6% | +29.3% | +22.0% |
| 3M | -37.0% | -24.2% | -12.8% | -31.7% |
| 6M | -37.7% | -54.1% | +16.4% | -18.6% |
| YTD | -51.4% | -53.9% | +2.5% | -39.2% |
| 1Y | -23.4% | -64.4% | +41.0% | +8.9% |
| All | -35.3% | -29.7% | -5.7% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling