-48.9%
TSLL vs WMB
+151.8%
-200.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +3.7% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | +2.7% | -7.1% | +9.7% | +10.6% |
| 3M | +26.3% | -4.0% | +30.3% | +30.8% |
| 6M | -37.2% | -5.7% | -31.5% | -36.0% |
| YTD | -44.2% | +17.2% | -61.4% | -56.4% |
| 1Y | -44.0% | +17.2% | -61.2% | -56.3% |
| 3Y | 0.0% | +121.1% | -121.0% | -56.0% |
| All | -48.9% | +151.8% | -200.7% | -80.2% |
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 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