-23.4%
TSLL vs WY
-5.4%
-18.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.9% |
| 7D | +1.9% | -2.6% | +4.5% | +1.8% |
| 30D | +17.8% | -10.9% | +28.7% | +16.7% |
| 3M | -37.0% | -6.0% | -31.0% | -37.4% |
| 6M | -37.7% | -5.6% | -32.0% | -38.9% |
| YTD | -51.4% | -1.1% | -50.2% | -52.0% |
| 1Y | -23.4% | -7.5% | -15.9% | -13.3% |
| All | -23.4% | -5.4% | -18.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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