+87.7%
WDC vs TSLL
-42.8%
+130.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -1.7% |
| 7D | +16.3% | +33.0% | -16.7% | +6.3% |
| 30D | -18.3% | +7.7% | -26.0% | -19.9% |
| 3M | -31.4% | +34.7% | -66.2% | -38.5% |
| 6M | -36.3% | -31.5% | -4.8% | -31.9% |
| YTD | +80.8% | -42.4% | +123.2% | +91.9% |
| 1Y | +87.7% | -39.7% | +127.4% | +91.2% |
| All | +87.7% | -42.8% | +130.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling