-2.8%
TSLL vs WY
-24.9%
+22.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.9% |
| 7D | +33.0% | -5.4% | +38.4% | +37.3% |
| 30D | +7.7% | +7.9% | -0.2% | +1.0% |
| 3M | +34.7% | -16.6% | +51.3% | +51.2% |
| 6M | -31.5% | -11.2% | -20.3% | -28.2% |
| YTD | -42.4% | -11.3% | -31.0% | -41.2% |
| 1Y | -39.7% | -5.5% | -34.1% | -43.0% |
| All | -2.8% | -24.9% | +22.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling