-52.1%
TSLL vs WY
-30.9%
-21.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.4% |
| 7D | -14.3% | -0.8% | -13.6% | -14.3% |
| 30D | -6.2% | +10.6% | -16.8% | -14.9% |
| 3M | +21.2% | -16.6% | +37.8% | +39.0% |
| 6M | -36.6% | -8.6% | -28.0% | -34.4% |
| YTD | -47.8% | -8.4% | -39.3% | -47.6% |
| 1Y | -45.2% | -5.1% | -40.1% | -47.8% |
| 3Y | -3.3% | -21.9% | +18.7% | +14.0% |
| All | -52.1% | -30.9% | -21.2% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling