-55.4%
TSLL vs WPM
+368.1%
-423.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +17.8% | +26.4% | -8.6% | +8.0% |
| 3M | -37.0% | +20.8% | -57.8% | -41.3% |
| 6M | -37.7% | +1.1% | -38.8% | -38.9% |
| YTD | -51.4% | +32.5% | -83.8% | -56.2% |
| 1Y | -23.4% | +51.5% | -74.9% | -33.9% |
| 3Y | -30.8% | +267.0% | -297.8% | -54.7% |
| All | -55.4% | +368.1% | -423.5% | -73.5% |
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