-56.8%
TSLL vs WST
+19.6%
-76.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.8% | +8.1% |
| 7D | -21.2% | -3.1% | -18.1% | -20.3% |
| 30D | -13.3% | +9.1% | -22.4% | -15.0% |
| 3M | +15.4% | +14.7% | +0.7% | +11.6% |
| 6M | -34.2% | +28.0% | -62.2% | -38.1% |
| YTD | -52.9% | +45.6% | -98.6% | -57.5% |
| 1Y | -54.3% | +45.7% | -100.0% | -58.8% |
| 3Y | -18.4% | +21.1% | -39.5% | -33.9% |
| All | -56.8% | +19.6% | -76.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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