-35.3%
TSLL vs WPM
+270.0%
-305.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +17.8% | +26.4% | -8.6% | +6.7% |
| 3M | -37.0% | +20.8% | -57.8% | -41.9% |
| 6M | -37.7% | +1.1% | -38.8% | -39.3% |
| YTD | -51.4% | +32.5% | -83.8% | -57.0% |
| 1Y | -23.4% | +51.5% | -74.9% | -35.6% |
| All | -35.3% | +270.0% | -305.3% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling