-34.2%
TSLL vs WPM
+3.8%
-38.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +6.8% |
| 7D | -21.2% | +16.9% | -38.1% | -29.8% |
| 30D | -13.3% | +2.0% | -15.3% | -14.2% |
| 3M | +15.4% | +8.9% | +6.5% | +7.2% |
| 6M | -34.2% | +1.6% | -35.8% | -33.0% |
| All | -34.2% | +3.8% | -38.0% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling