+6.2%
WFC vs TSLL
-30.0%
+36.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.1% | -0.5% |
| 7D | +1.2% | -21.2% | +22.5% | +1.3% |
| 30D | +5.2% | -13.3% | +18.5% | +5.4% |
| 3M | -3.0% | +15.4% | -18.4% | -2.9% |
| 6M | +6.2% | -34.2% | +40.4% | +6.4% |
| All | +6.2% | -30.0% | +36.2% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling