-52.1%
TSLL vs WWD
+247.8%
-299.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +6.8% |
| 7D | -14.3% | +4.2% | -18.5% | -16.1% |
| 30D | -6.2% | -0.8% | -5.4% | -4.6% |
| 3M | +21.2% | -8.2% | +29.4% | +30.5% |
| 6M | -36.6% | -9.8% | -26.7% | -32.2% |
| YTD | -47.8% | +10.4% | -58.2% | -54.6% |
| 1Y | -45.2% | +25.5% | -70.7% | -58.3% |
| 3Y | -3.3% | +155.8% | -159.0% | -57.3% |
| All | -52.1% | +247.8% | -299.9% | -81.9% |
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 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