-49.7%
TSLQ vs WCC
+61.8%
-111.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.9% | +8.1% | +14.6% |
| 7D | -5.8% | +4.5% | -10.3% | -2.9% |
| 30D | -22.1% | -5.8% | -16.3% | -24.7% |
| 3M | +10.1% | -3.7% | +13.7% | +13.0% |
| 6M | -6.8% | +23.1% | -29.8% | +14.2% |
| YTD | +8.5% | +44.2% | -35.6% | +42.3% |
| 1Y | -49.7% | +62.1% | -111.8% | -33.1% |
| All | -49.7% | +61.8% | -111.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling