-97.1%
TSLQ vs WTW
+74.2%
-171.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.4% |
| 7D | +5.7% | -7.8% | +13.5% | +4.6% |
| 30D | -21.1% | -7.9% | -13.2% | -21.9% |
| 3M | -11.5% | +19.9% | -31.5% | -9.3% |
| 6M | -14.9% | +9.8% | -24.7% | -15.4% |
| YTD | +2.4% | -3.3% | +5.8% | -2.2% |
| 1Y | -49.8% | -3.3% | -46.5% | -52.1% |
| 3Y | -95.8% | +61.5% | -157.4% | -95.1% |
| All | -97.1% | +74.2% | -171.4% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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