-53.1%
TSLL vs WTW
+57.5%
-110.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -7.3% | -7.8% | +0.5% | -6.2% |
| 30D | +15.8% | -7.9% | +23.6% | +17.1% |
| 3M | -19.5% | +19.9% | -39.4% | -22.2% |
| 6M | -32.1% | +9.8% | -41.9% | -33.0% |
| YTD | -48.9% | -3.3% | -45.5% | -47.4% |
| 1Y | -23.4% | -3.3% | -20.1% | -21.4% |
| 3Y | -28.6% | +61.5% | -90.1% | -42.0% |
| All | -53.1% | +57.5% | -110.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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