-97.1%
TSLQ vs WCN
+34.1%
-131.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.1% |
| 7D | +5.7% | -4.4% | +10.1% | +4.5% |
| 30D | -21.1% | -4.4% | -16.6% | -21.9% |
| 3M | -11.5% | +0.5% | -12.0% | -11.5% |
| 6M | -14.9% | -3.3% | -11.6% | -17.5% |
| YTD | +2.4% | -8.5% | +10.9% | -3.3% |
| 1Y | -49.8% | -8.9% | -40.8% | -53.1% |
| 3Y | -95.8% | +18.0% | -113.9% | -95.2% |
| All | -97.1% | +34.1% | -131.3% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling