+119.9%
WFC vs TSLL
-53.8%
+173.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.9% | -11.0% | +11.9% | +1.5% |
| 30D | +3.3% | -5.3% | +8.5% | +3.2% |
| 3M | -1.4% | +20.8% | -22.2% | -3.8% |
| 6M | +14.7% | -36.0% | +50.7% | +16.2% |
| YTD | -5.9% | -47.3% | +41.4% | -3.8% |
| 1Y | +1.8% | -48.4% | +50.3% | +3.9% |
| 3Y | +124.9% | -5.4% | +130.3% | +96.0% |
| All | +119.9% | -53.8% | +173.7% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling