-49.1%
TSLL vs WU
-38.9%
-10.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.2% |
| 7D | +17.8% | -2.0% | +19.9% | +18.6% |
| 30D | +8.2% | +11.4% | -3.2% | +1.4% |
| 3M | +20.9% | -6.8% | +27.7% | +22.8% |
| 6M | -37.5% | -14.6% | -22.9% | -34.7% |
| YTD | -44.5% | -20.6% | -23.9% | -40.3% |
| 1Y | -33.0% | -15.4% | -17.6% | -30.9% |
| 3Y | -6.4% | -23.6% | +17.2% | -3.5% |
| All | -49.1% | -38.9% | -10.3% | -35.2% |
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