-97.2%
TSLQ vs WSM
+281.7%
-378.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -0.4% |
| 7D | -6.6% | -0.5% | -6.1% | -6.8% |
| 30D | -24.3% | -7.7% | -16.6% | -27.6% |
| 3M | -3.6% | +3.8% | -7.4% | -1.0% |
| 6M | -12.0% | +22.7% | -34.6% | +0.7% |
| YTD | +1.4% | +28.0% | -26.6% | +19.7% |
| 1Y | -43.6% | +12.7% | -56.3% | -37.5% |
| 3Y | -95.4% | +231.3% | -326.7% | -90.3% |
| All | -97.2% | +281.7% | -378.9% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling