-47.2%
TSLL vs WTW
+64.7%
-111.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.5% |
| 7D | +33.0% | -2.3% | +35.3% | +33.2% |
| 30D | +7.7% | +10.7% | -3.0% | +6.2% |
| 3M | +34.7% | -3.1% | +37.8% | +35.3% |
| 6M | -31.5% | +31.7% | -63.2% | -35.4% |
| YTD | -42.4% | +1.1% | -43.4% | -41.1% |
| 1Y | -39.7% | +4.1% | -43.8% | -39.2% |
| 3Y | +3.4% | +42.1% | -38.7% | -7.7% |
| All | -47.2% | +64.7% | -111.9% | -63.4% |
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