-39.7%
TSLL vs WTW
+3.8%
-43.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +2.6% |
| 7D | +33.0% | -2.3% | +35.3% | +31.7% |
| 30D | +7.7% | +10.7% | -3.0% | +12.7% |
| 3M | +34.7% | -3.1% | +37.8% | +34.4% |
| 6M | -31.5% | +31.7% | -63.2% | -21.9% |
| YTD | -42.4% | +1.1% | -43.4% | -33.8% |
| 1Y | -39.7% | +4.1% | -43.8% | -29.7% |
| All | -39.7% | +3.8% | -43.5% | -29.7% |
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