-23.4%
TSLL vs WTW
-2.8%
-20.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.1% |
| 7D | -7.3% | -7.8% | +0.5% | -9.8% |
| 30D | +15.8% | -7.9% | +23.6% | +12.6% |
| 3M | -19.5% | +19.9% | -39.4% | -12.5% |
| 6M | -32.1% | +9.8% | -41.9% | -25.4% |
| YTD | -48.9% | -3.3% | -45.5% | -43.4% |
| 1Y | -23.4% | -3.3% | -20.1% | -12.4% |
| All | -23.4% | -2.8% | -20.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling