+120.7%
WFC vs TSLL
-51.4%
+172.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.6% |
| 7D | +2.5% | +17.8% | -15.3% | +1.1% |
| 30D | +7.0% | +8.2% | -1.2% | +5.8% |
| 3M | -1.8% | +20.9% | -22.6% | -4.1% |
| 6M | +18.4% | -37.5% | +55.9% | +20.3% |
| YTD | -5.6% | -44.5% | +38.9% | -3.9% |
| 1Y | +3.9% | -33.0% | +36.8% | +3.6% |
| 3Y | +126.3% | -6.4% | +132.7% | +97.7% |
| All | +120.7% | -51.4% | +172.0% | +107.2% |
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 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