-48.4%
TSLL vs WPM
+33.8%
-82.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +3.7% |
| 7D | -11.0% | +16.4% | -27.4% | -18.7% |
| 30D | -5.3% | -1.5% | -3.8% | -4.8% |
| 3M | +20.8% | +2.6% | +18.3% | +18.8% |
| 6M | -36.0% | -1.3% | -34.7% | -36.2% |
| YTD | -47.3% | +16.8% | -64.0% | -54.2% |
| 1Y | -48.4% | +34.1% | -82.6% | -61.0% |
| All | -48.4% | +33.8% | -82.2% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling