-95.5%
TSLQ vs WU
-28.6%
-66.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | -0.2% |
| 7D | -8.0% | -4.9% | -3.1% | -9.8% |
| 30D | -23.8% | -1.3% | -22.5% | -24.1% |
| 3M | -7.0% | -3.6% | -3.4% | -6.6% |
| 6M | -17.1% | -24.3% | +7.2% | -25.5% |
| YTD | +0.1% | -21.1% | +21.1% | -7.8% |
| 1Y | -51.2% | -10.3% | -40.9% | -51.4% |
| All | -95.5% | -28.6% | -66.8% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling