-48.9%
TSLL vs WU
-39.0%
-9.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.0% | +8.8% | +7.0% |
| 7D | +0.5% | +2.1% | -1.6% | -1.4% |
| 30D | +2.7% | +10.1% | -7.5% | -3.3% |
| 3M | +26.3% | -1.1% | +27.4% | +24.7% |
| 6M | -37.2% | -19.8% | -17.4% | -32.1% |
| YTD | -44.2% | -20.8% | -23.5% | -40.0% |
| 1Y | -44.0% | -15.1% | -28.8% | -42.4% |
| 3Y | 0.0% | -23.2% | +23.2% | +2.7% |
| All | -48.9% | -39.0% | -9.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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