-49.7%
TSLQ vs WETO
-98.9%
+49.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -20.8% | +32.8% | +11.9% |
| 7D | -5.8% | -55.4% | +49.6% | -6.1% |
| 30D | -22.1% | -48.5% | +26.4% | -19.6% |
| 3M | +10.1% | -97.5% | +107.6% | +4.9% |
| 6M | -6.8% | -94.2% | +87.4% | -6.4% |
| YTD | +8.5% | -97.0% | +105.6% | -3.5% |
| 1Y | -49.7% | -98.9% | +49.2% | -60.5% |
| All | -49.7% | -98.9% | +49.2% | -60.5% |
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