-55.4%
TSLL vs WY
-24.8%
-30.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.6% |
| 7D | +1.9% | -1.7% | +3.6% | +3.2% |
| 30D | +17.8% | -10.1% | +27.9% | +28.9% |
| 3M | -37.0% | -5.1% | -31.9% | -35.6% |
| 6M | -37.7% | -4.8% | -32.9% | -37.1% |
| YTD | -51.4% | -0.2% | -51.1% | -53.9% |
| 1Y | -23.4% | -6.6% | -16.7% | -23.1% |
| 3Y | -30.8% | -22.7% | -8.0% | -14.1% |
| All | -55.4% | -24.8% | -30.7% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling