-97.1%
TSLQ vs WCC
+251.0%
-348.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | 0.0% |
| 7D | +5.7% | +1.7% | +4.0% | +6.9% |
| 30D | -21.1% | -6.1% | -15.0% | -23.9% |
| 3M | -11.5% | +3.1% | -14.6% | -5.7% |
| 6M | -14.9% | +28.2% | -43.1% | +10.7% |
| YTD | +2.4% | +41.1% | -38.7% | +45.1% |
| 1Y | -49.8% | +61.3% | -111.1% | -20.0% |
| 3Y | -95.8% | +123.6% | -219.5% | -88.5% |
| All | -97.1% | +251.0% | -348.1% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling