-97.2%
TSLQ vs WSM
+284.4%
-381.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.1% | -7.9% |
| 7D | -8.6% | +2.6% | -11.1% | -7.4% |
| 30D | -24.9% | -9.5% | -15.4% | -28.9% |
| 3M | -1.5% | +12.9% | -14.4% | +6.2% |
| 6M | -18.1% | +23.0% | -41.1% | -6.2% |
| YTD | -0.1% | +28.9% | -29.0% | +18.3% |
| 1Y | -51.4% | +13.7% | -65.0% | -45.9% |
| 3Y | -95.9% | +232.6% | -328.5% | -91.4% |
| All | -97.2% | +284.4% | -381.7% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling