-43.6%
TSLQ vs WCN
-9.1%
-34.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -6.6% | -3.1% | -3.5% | -4.4% |
| 30D | -24.3% | -3.4% | -20.9% | -22.8% |
| 3M | -3.6% | +3.0% | -6.6% | -5.1% |
| 6M | -12.0% | -3.8% | -8.2% | -12.0% |
| YTD | +1.4% | -8.3% | +9.7% | +4.5% |
| 1Y | -43.6% | -9.7% | -33.8% | -44.7% |
| All | -43.6% | -9.1% | -34.4% | -44.7% |
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