-33.0%
TSLL vs WWD
+21.4%
-54.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +17.8% | +4.0% | +13.9% | +15.6% |
| 30D | +8.2% | +0.4% | +7.8% | +8.7% |
| 3M | +20.9% | -7.9% | +28.8% | +25.4% |
| 6M | -37.5% | -10.6% | -26.9% | -35.5% |
| YTD | -44.5% | +9.4% | -53.9% | -44.2% |
| 1Y | -33.0% | +25.7% | -58.7% | -31.6% |
| All | -33.0% | +21.4% | -54.3% | -31.6% |
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