-97.0%
TSLQ vs WCC
+258.6%
-355.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.9% | +8.1% | +14.8% |
| 7D | -5.8% | +4.5% | -10.3% | -2.6% |
| 30D | -22.1% | -5.8% | -16.3% | -25.0% |
| 3M | +10.1% | -3.7% | +13.7% | +12.0% |
| 6M | -6.8% | +23.1% | -29.8% | +17.9% |
| YTD | +8.5% | +44.2% | -35.6% | +55.8% |
| 1Y | -49.7% | +62.1% | -111.8% | -19.8% |
| 3Y | -95.6% | +121.1% | -216.8% | -88.0% |
| All | -97.0% | +258.6% | -355.6% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling