-49.1%
TSLL vs WM
+50.0%
-99.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -8.0% | -6.4% |
| 7D | -9.4% | +5.9% | -15.4% | -9.5% |
| 30D | +1.6% | +15.4% | -13.8% | +0.8% |
| 3M | +29.4% | +6.3% | +23.1% | +29.1% |
| 6M | -20.1% | +5.6% | -25.7% | -20.6% |
| YTD | -44.5% | +9.9% | -54.4% | -46.2% |
| 1Y | -46.0% | +20.8% | -66.8% | -50.1% |
| 3Y | -4.3% | +48.5% | -52.8% | -20.7% |
| All | -49.1% | +50.0% | -99.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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