-58.0%
TSLL vs WWD
+17.1%
-75.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.0% | -15.9% | -18.8% |
| 7D | -28.9% | -2.6% | -26.3% | -27.3% |
| 30D | -21.4% | -7.7% | -13.7% | -17.7% |
| 3M | +5.0% | -17.7% | +22.7% | +15.2% |
| 6M | -36.6% | -15.9% | -20.7% | -32.4% |
| YTD | -56.6% | +1.8% | -58.4% | -56.4% |
| All | -58.0% | +17.1% | -75.1% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling