-95.9%
TSLQ vs WING
-31.3%
-64.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -7.9% |
| 7D | -8.6% | -0.1% | -8.4% | -8.6% |
| 30D | -24.9% | -6.0% | -18.9% | -26.0% |
| 3M | -1.5% | -23.5% | +22.0% | -8.6% |
| 6M | -18.1% | -52.0% | +33.9% | -37.1% |
| YTD | -0.1% | -53.8% | +53.7% | -23.6% |
| 1Y | -51.4% | -63.8% | +12.4% | -67.0% |
| 3Y | -95.9% | -30.8% | -65.1% | -94.2% |
| All | -95.9% | -31.3% | -64.6% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling