-18.4%
TSLL vs WY
-25.3%
+6.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.6% | +10.5% |
| 7D | -21.2% | +3.1% | -24.3% | -23.2% |
| 30D | -13.3% | +13.0% | -26.3% | -21.2% |
| 3M | +15.4% | -16.8% | +32.2% | +30.2% |
| 6M | -34.2% | -11.2% | -23.1% | -30.7% |
| YTD | -52.9% | -9.1% | -43.8% | -52.7% |
| 1Y | -54.3% | -4.8% | -49.6% | -56.8% |
| 3Y | -18.4% | -25.3% | +6.9% | +4.8% |
| All | -18.4% | -25.3% | +6.9% | +4.8% |
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