-48.9%
TSLL vs WWD
+25.3%
-74.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +8.2% |
| 7D | -14.3% | +4.2% | -18.5% | -15.4% |
| 30D | -6.2% | -0.8% | -5.4% | -5.3% |
| 3M | +21.2% | -8.2% | +29.4% | +26.0% |
| 6M | -36.6% | -9.8% | -26.7% | -34.7% |
| YTD | -47.8% | +10.4% | -58.2% | -49.4% |
| All | -48.9% | +25.3% | -74.2% | -51.8% |
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