-97.2%
TSLQ vs WCN
+34.4%
-131.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -6.6% | -3.1% | -3.5% | -7.4% |
| 30D | -24.3% | -3.4% | -20.9% | -24.9% |
| 3M | -3.6% | +3.0% | -6.6% | -2.6% |
| 6M | -12.0% | -3.8% | -8.2% | -15.0% |
| YTD | +1.4% | -8.3% | +9.7% | -4.2% |
| 1Y | -43.6% | -9.7% | -33.8% | -47.8% |
| 3Y | -95.4% | +17.2% | -112.6% | -94.7% |
| All | -97.2% | +34.4% | -131.6% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling