-97.0%
TSLQ vs WST
+15.8%
-112.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +11.8% |
| 7D | -5.8% | +0.7% | -6.5% | -5.6% |
| 30D | -22.1% | -3.1% | -18.9% | -22.6% |
| 3M | +10.1% | +7.2% | +2.8% | +12.2% |
| 6M | -6.8% | +36.8% | -43.6% | +1.0% |
| YTD | +8.5% | +23.8% | -15.3% | +15.2% |
| 1Y | -49.7% | +37.8% | -87.5% | -44.9% |
| 3Y | -95.6% | -15.9% | -79.7% | -95.1% |
| All | -97.0% | +15.8% | -112.7% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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