+129.4%
WFC vs TSLL
-57.4%
+186.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.8% | +12.7% | +1.8% |
| 7D | +3.8% | +1.9% | +1.9% | +3.4% |
| 30D | +1.5% | +17.8% | -16.3% | -0.3% |
| 3M | +10.9% | -37.0% | +47.9% | +13.3% |
| 6M | +8.4% | -37.7% | +46.1% | +10.1% |
| YTD | -1.9% | -51.4% | +49.5% | +1.5% |
| 1Y | +12.3% | -23.4% | +35.7% | +9.9% |
| 3Y | +132.3% | -30.8% | +163.1% | +108.7% |
| All | +129.4% | -57.4% | +186.8% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling