+116.4%
WFC vs TSLL
-21.0%
+137.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.6% | -9.7% | -1.6% |
| 7D | +0.6% | -21.2% | +21.9% | +2.1% |
| 30D | +4.6% | -13.3% | +17.9% | +5.3% |
| 3M | -3.6% | +15.4% | -19.0% | -5.5% |
| 6M | +5.6% | -34.2% | +39.8% | +6.5% |
| YTD | -8.5% | -52.9% | +44.5% | -5.8% |
| 1Y | -0.3% | -54.3% | +54.0% | +2.5% |
| 3Y | +116.4% | -18.4% | +134.8% | +108.4% |
| All | +116.4% | -21.0% | +137.5% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling