-55.4%
TSLL vs WTW
+67.2%
-122.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -11.5% |
| 7D | +1.9% | -2.6% | +4.5% | +2.4% |
| 30D | +17.8% | -1.0% | +18.7% | +17.9% |
| 3M | -37.0% | +29.9% | -66.9% | -40.1% |
| 6M | -37.7% | +10.7% | -48.4% | -38.0% |
| YTD | -51.4% | +2.6% | -54.0% | -50.4% |
| 1Y | -23.4% | +2.8% | -26.1% | -22.1% |
| 3Y | -30.8% | +67.3% | -98.1% | -43.4% |
| All | -55.4% | +67.2% | -122.6% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling