+119.2%
WFC vs TSLL
-54.2%
+173.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.0% |
| 7D | +0.1% | -14.3% | +14.4% | +1.1% |
| 30D | +2.9% | -6.2% | +9.1% | +3.0% |
| 3M | -1.4% | +21.2% | -22.6% | -3.9% |
| 6M | +14.3% | -36.6% | +50.9% | +15.9% |
| YTD | -6.2% | -47.8% | +41.6% | -4.1% |
| 1Y | +1.6% | -45.2% | +46.8% | +3.0% |
| 3Y | +126.9% | -3.3% | +130.2% | +97.2% |
| All | +119.2% | -54.2% | +173.5% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling