-46.0%
TSLL vs WMB
+22.7%
-68.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | 0.0% | -5.7% |
| 7D | -9.4% | -8.6% | -0.8% | -8.8% |
| 30D | +1.6% | -4.2% | +5.7% | +2.4% |
| 3M | +29.4% | -4.4% | +33.8% | +30.3% |
| 6M | -20.1% | -8.7% | -11.5% | -21.4% |
| YTD | -44.5% | +15.4% | -59.9% | -51.4% |
| 1Y | -46.0% | +23.7% | -69.8% | -56.2% |
| All | -46.0% | +22.7% | -68.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1y: compounded portfolio wealth divided by compounded WMB 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…
1y analysis · Full analysis span regression · 6 months rolling