-49.7%
TSLQ vs WSM
+19.9%
-69.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.1% | +9.9% | +12.9% |
| 7D | -5.8% | -3.3% | -2.5% | -7.3% |
| 30D | -22.1% | -8.4% | -13.7% | -25.1% |
| 3M | +10.1% | +9.7% | +0.4% | +15.3% |
| 6M | -6.8% | +16.7% | -23.4% | +2.0% |
| YTD | +8.5% | +28.7% | -20.1% | +19.8% |
| 1Y | -49.7% | +13.7% | -63.4% | -40.6% |
| All | -49.7% | +19.9% | -69.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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