-48.4%
TSLL vs WMB
+16.3%
-64.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -11.0% | -6.9% | -4.1% | -10.2% |
| 30D | -5.3% | -7.2% | +1.9% | -4.4% |
| 3M | +20.8% | -5.4% | +26.2% | +22.1% |
| 6M | -36.0% | -4.9% | -31.1% | -37.9% |
| YTD | -47.3% | +14.7% | -62.0% | -54.2% |
| 1Y | -48.4% | +14.7% | -63.2% | -55.1% |
| All | -48.4% | +16.3% | -64.8% | -55.1% |
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