-56.8%
TSLL vs WWD
+231.5%
-288.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.2% | +5.8% |
| 7D | -21.2% | +4.2% | -25.4% | -23.0% |
| 30D | -13.3% | -2.1% | -11.2% | -10.9% |
| 3M | +15.4% | -13.2% | +28.6% | +29.8% |
| 6M | -34.2% | -16.9% | -17.4% | -25.1% |
| YTD | -52.9% | +5.2% | -58.1% | -57.5% |
| 1Y | -54.3% | +20.6% | -74.9% | -64.2% |
| 3Y | -18.4% | +146.3% | -164.7% | -62.9% |
| All | -56.8% | +231.5% | -288.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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