-51.9%
TSLL vs WY
-25.8%
-26.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.3% | +9.1% |
| 7D | +5.8% | -2.1% | +7.8% | +7.4% |
| 30D | +21.7% | -10.5% | +32.2% | +33.5% |
| 3M | -28.2% | -4.9% | -23.4% | -26.9% |
| 6M | -29.5% | -4.9% | -24.5% | -28.9% |
| YTD | -47.5% | -1.7% | -45.9% | -49.7% |
| 1Y | -20.8% | -9.4% | -11.4% | -18.2% |
| 3Y | -26.7% | -22.3% | -4.4% | -9.8% |
| All | -51.9% | -25.8% | -26.1% | -35.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling