-5.4%
TSLL vs WU
-20.5%
+15.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.6% |
| 7D | -11.0% | +11.0% | -22.1% | -14.6% |
| 30D | -5.3% | +13.4% | -18.7% | -10.0% |
| 3M | +20.8% | +2.2% | +18.6% | +19.0% |
| 6M | -36.0% | -18.2% | -17.8% | -31.5% |
| YTD | -47.3% | -18.3% | -29.0% | -44.0% |
| 1Y | -48.4% | -12.2% | -36.3% | -47.5% |
| 3Y | -5.4% | -20.8% | +15.4% | -12.0% |
| All | -5.4% | -20.5% | +15.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling