-35.3%
TSLL vs WST
-15.6%
-19.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +17.8% | -3.1% | +20.9% | +18.4% |
| 3M | -37.0% | +7.2% | -44.2% | -37.6% |
| 6M | -37.7% | +36.8% | -74.5% | -40.8% |
| YTD | -51.4% | +23.8% | -75.2% | -53.1% |
| 1Y | -23.4% | +37.8% | -61.1% | -27.1% |
| All | -35.3% | -15.6% | -19.7% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling