+125.4%
WFC vs TSLL
-7.0%
+132.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.7% |
| 7D | +4.5% | -9.4% | +13.9% | +5.2% |
| 30D | +7.4% | +1.6% | +5.8% | +7.0% |
| 3M | -0.5% | +29.4% | -29.9% | -3.0% |
| 6M | +11.7% | -20.1% | +31.8% | +11.3% |
| YTD | -4.6% | -44.5% | +39.9% | -2.8% |
| 1Y | +2.5% | -46.0% | +48.5% | +4.3% |
| All | +125.4% | -7.0% | +132.4% | +115.0% |
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