-18.4%
TSLL vs WPM
+212.7%
-231.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.4% |
| 7D | -21.2% | +16.9% | -38.1% | -27.0% |
| 30D | -13.3% | +2.0% | -15.3% | -14.4% |
| 3M | +15.4% | +8.9% | +6.5% | +11.0% |
| 6M | -34.2% | +1.6% | -35.8% | -34.9% |
| YTD | -52.9% | +16.5% | -69.4% | -56.1% |
| 1Y | -54.3% | +42.2% | -96.5% | -60.1% |
| 3Y | -18.4% | +213.3% | -231.7% | -49.3% |
| All | -18.4% | +212.7% | -231.1% | -49.3% |
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