-21.0%
TSLQ vs WETO
-99.3%
+78.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +11.4% | -5.0% | +6.5% |
| 7D | +9.8% | +3.6% | +6.3% | +9.9% |
| 30D | -6.0% | -17.2% | +11.2% | -6.1% |
| 3M | -35.0% | -83.7% | +48.7% | -33.4% |
| 6M | -24.9% | -98.3% | +73.3% | -27.8% |
| YTD | -12.7% | -99.0% | +86.3% | -19.5% |
| 1Y | -21.0% | -99.4% | +78.4% | -27.7% |
| All | -21.0% | -99.3% | +78.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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