-97.2%
TSLQ vs WING
+33.0%
-130.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | +1.0% |
| 7D | -6.6% | +7.2% | -13.8% | -4.3% |
| 30D | -24.3% | +4.8% | -29.1% | -22.7% |
| 3M | -3.6% | -23.7% | +20.1% | -11.1% |
| 6M | -12.0% | -43.6% | +31.6% | -27.6% |
| YTD | +1.4% | -50.6% | +51.9% | -20.2% |
| 1Y | -43.6% | -57.0% | +13.5% | -57.7% |
| 3Y | -95.4% | -28.3% | -67.1% | -94.7% |
| All | -97.2% | +33.0% | -130.2% | -95.8% |
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