-23.4%
TSLL vs WMB
+31.9%
-55.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | +17.8% | +3.3% | +14.5% | +17.9% |
| 3M | -37.0% | +3.1% | -40.1% | -38.1% |
| 6M | -37.7% | -0.7% | -37.0% | -38.5% |
| YTD | -51.4% | +25.2% | -76.5% | -56.7% |
| 1Y | -23.4% | +32.9% | -56.2% | -25.0% |
| All | -23.4% | +31.9% | -55.3% | -25.0% |
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