-55.4%
TSLL vs WWD
+261.7%
-317.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -12.9% | -12.7% |
| 7D | +1.9% | +1.3% | +0.6% | +0.8% |
| 30D | +17.8% | -7.2% | +24.9% | +24.7% |
| 3M | -37.0% | -3.8% | -33.2% | -36.9% |
| 6M | -37.7% | -9.9% | -27.8% | -34.2% |
| YTD | -51.4% | +14.8% | -66.2% | -59.4% |
| 1Y | -23.4% | +42.1% | -65.4% | -48.6% |
| 3Y | -30.8% | +170.8% | -201.6% | -70.9% |
| All | -55.4% | +261.7% | -317.1% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling