-49.1%
TSLL vs WMB
+152.5%
-201.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | +17.8% | +7.8% | +10.0% | +10.1% |
| 30D | +8.2% | -5.1% | +13.3% | +14.4% |
| 3M | +20.9% | -4.7% | +25.6% | +26.3% |
| 6M | -37.5% | -7.4% | -30.1% | -35.0% |
| YTD | -44.5% | +17.5% | -62.0% | -56.7% |
| 1Y | -33.0% | +19.5% | -52.4% | -49.0% |
| 3Y | -6.4% | +121.3% | -127.6% | -58.9% |
| All | -49.1% | +152.5% | -201.6% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling