-43.6%
TSLQ vs WING
-58.1%
+14.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -0.9% |
| 7D | -6.6% | +7.2% | -13.8% | -6.4% |
| 30D | -24.3% | +4.8% | -29.1% | -24.2% |
| 3M | -3.6% | -23.7% | +20.1% | -3.9% |
| 6M | -12.0% | -43.6% | +31.6% | -15.1% |
| YTD | +1.4% | -50.6% | +51.9% | -2.3% |
| 1Y | -43.6% | -57.0% | +13.5% | -45.2% |
| All | -43.6% | -58.1% | +14.6% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling