-60.3%
TSLL vs WPM
+300.0%
-360.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.7% | -22.6% | -22.2% |
| 7D | -28.9% | +7.5% | -36.3% | -31.3% |
| 30D | -21.4% | -3.8% | -17.7% | -20.7% |
| 3M | +5.0% | +8.0% | -3.0% | +1.8% |
| 6M | -36.6% | +6.1% | -42.6% | -37.8% |
| YTD | -56.6% | +13.2% | -69.9% | -58.7% |
| 1Y | -60.9% | +37.9% | -98.7% | -64.7% |
| 3Y | -25.2% | +201.7% | -227.0% | -47.9% |
| All | -60.3% | +300.0% | -360.3% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling