-48.9%
TSLL vs WSM
+271.5%
-320.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.5% | -3.0% | +3.4% | +3.0% |
| 30D | +2.7% | +10.1% | -7.4% | -3.3% |
| 3M | +26.3% | +4.9% | +21.4% | +22.0% |
| 6M | -37.2% | +49.8% | -87.0% | -51.3% |
| YTD | -44.2% | +48.7% | -93.0% | -57.0% |
| 1Y | -44.0% | +38.7% | -82.7% | -55.0% |
| 3Y | 0.0% | +269.5% | -269.5% | -54.4% |
| All | -48.9% | +271.5% | -320.4% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling