-49.1%
TSLL vs WPM
+297.0%
-346.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +17.8% | -3.6% | +21.4% | +19.5% |
| 30D | +8.2% | +1.4% | +6.8% | +7.1% |
| 3M | +20.9% | -0.2% | +21.0% | +20.8% |
| 6M | -37.5% | -7.3% | -30.2% | -36.1% |
| YTD | -44.5% | +12.3% | -56.8% | -47.0% |
| 1Y | -33.0% | +24.9% | -57.9% | -37.9% |
| 3Y | -6.4% | +210.4% | -216.7% | -35.0% |
| All | -49.1% | +297.0% | -346.1% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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