-95.5%
TSLQ vs WCC
+129.2%
-224.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | -1.0% |
| 7D | -8.0% | +6.8% | -14.8% | -2.6% |
| 30D | -23.8% | -3.0% | -20.8% | -25.1% |
| 3M | -7.0% | +0.2% | -7.2% | -2.2% |
| 6M | -17.1% | +33.2% | -50.3% | +16.8% |
| YTD | +0.1% | +45.8% | -45.8% | +55.8% |
| 1Y | -51.2% | +68.4% | -119.6% | -11.3% |
| All | -95.5% | +129.2% | -224.7% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling