-18.4%
TSLL vs WING
-19.7%
+1.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +9.1% |
| 7D | -21.2% | +9.0% | -30.3% | -23.3% |
| 30D | -13.3% | +39.9% | -53.2% | -22.4% |
| 3M | +15.4% | +40.4% | -25.0% | +1.9% |
| 6M | -34.2% | +12.9% | -47.1% | -38.7% |
| YTD | -52.9% | -31.1% | -21.8% | -49.1% |
| 1Y | -54.3% | -32.7% | -21.6% | -50.3% |
| 3Y | -18.4% | -19.8% | +1.4% | -28.9% |
| All | -18.4% | -19.7% | +1.3% | -28.9% |
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