-49.7%
TSLQ vs WCN
-8.7%
-41.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.8% |
| 7D | -5.8% | -0.6% | -5.1% | -5.6% |
| 30D | -22.1% | +0.4% | -22.5% | -22.9% |
| 3M | +10.1% | +7.3% | +2.7% | +5.8% |
| 6M | -6.8% | -2.5% | -4.3% | -9.0% |
| YTD | +8.5% | -5.4% | +13.9% | +8.8% |
| 1Y | -49.7% | -8.5% | -41.3% | -53.6% |
| All | -49.7% | -8.7% | -41.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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