-54.3%
TSLL vs WWD
+21.1%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.2% | +6.8% |
| 7D | -21.2% | +4.2% | -25.4% | -22.0% |
| 30D | -13.3% | -2.1% | -11.2% | -11.6% |
| 3M | +15.4% | -13.2% | +28.6% | +23.4% |
| 6M | -34.2% | -16.9% | -17.4% | -29.5% |
| YTD | -52.9% | +5.2% | -58.1% | -53.4% |
| 1Y | -54.3% | +20.6% | -74.9% | -56.5% |
| All | -54.3% | +21.1% | -75.4% | -56.5% |
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