-49.1%
TSLL vs WWD
+244.6%
-293.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.2% |
| 7D | +17.8% | +4.0% | +13.9% | +14.3% |
| 30D | +8.2% | +0.4% | +7.8% | +9.0% |
| 3M | +20.9% | -7.9% | +28.8% | +30.1% |
| 6M | -37.5% | -10.6% | -26.9% | -32.7% |
| YTD | -44.5% | +9.4% | -53.9% | -51.4% |
| 1Y | -33.0% | +25.7% | -58.7% | -49.4% |
| 3Y | -6.4% | +148.5% | -154.9% | -57.8% |
| All | -49.1% | +244.6% | -293.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling