-55.4%
TSLL vs WSM
+221.4%
-276.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.1% | -13.9% | -13.1% |
| 7D | +1.9% | -3.3% | +5.2% | +3.7% |
| 30D | +17.8% | -8.4% | +26.1% | +24.0% |
| 3M | -37.0% | +9.7% | -46.7% | -40.7% |
| 6M | -37.7% | +16.7% | -54.4% | -43.7% |
| YTD | -51.4% | +28.7% | -80.1% | -59.0% |
| 1Y | -23.4% | +13.7% | -37.0% | -30.8% |
| 3Y | -30.8% | +230.1% | -260.9% | -66.2% |
| All | -55.4% | +221.4% | -276.9% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling