-97.2%
TSLQ vs WING
+24.3%
-121.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.1% |
| 3M | -1.5% | -23.5% | +22.0% | -8.8% |
| 6M | -18.1% | -52.0% | +33.9% | -36.6% |
| YTD | -0.1% | -53.8% | +53.7% | -23.1% |
| 1Y | -51.4% | -63.8% | +12.4% | -66.2% |
| 3Y | -95.9% | -30.8% | -65.1% | -95.4% |
| All | -97.2% | +24.3% | -121.5% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling