-97.7%
TSLQ vs WING
+80.4%
-178.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | -16.8% | -2.7% | -14.1% | -17.3% |
| 30D | -18.0% | +29.3% | -47.2% | -10.6% |
| 3M | -34.5% | +39.9% | -74.4% | -26.0% |
| 6M | -8.9% | +32.4% | -41.3% | +2.4% |
| YTD | -19.0% | -32.9% | +13.9% | -29.1% |
| 1Y | -38.2% | -31.9% | -6.4% | -45.2% |
| 3Y | -96.9% | -24.9% | -72.0% | -96.5% |
| All | -97.7% | +80.4% | -178.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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