-24.9%
TSLL vs WWD
+137.0%
-161.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.0% | -15.9% | -16.7% |
| 7D | -28.9% | -2.6% | -26.3% | -26.6% |
| 30D | -21.4% | -7.7% | -13.7% | -15.1% |
| 3M | +5.0% | -17.7% | +22.7% | +24.5% |
| 6M | -36.6% | -15.9% | -20.7% | -28.4% |
| YTD | -56.6% | +1.8% | -58.4% | -60.9% |
| 1Y | -60.9% | +17.4% | -78.3% | -70.5% |
| All | -24.9% | +137.0% | -161.9% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling