-34.2%
TSLL vs WU
-19.8%
-14.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +8.3% |
| 7D | -21.2% | +11.7% | -32.9% | -20.3% |
| 30D | -13.3% | +12.6% | -25.9% | -12.6% |
| 3M | +15.4% | -0.5% | +15.9% | +17.8% |
| 6M | -34.2% | -18.2% | -16.0% | -37.2% |
| All | -34.2% | -19.8% | -14.4% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling