-49.7%
TSLQ vs WWD
+41.9%
-91.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +12.5% |
| 7D | -5.8% | +1.3% | -7.1% | -5.1% |
| 30D | -22.1% | -7.2% | -14.9% | -24.5% |
| 3M | +10.1% | -3.8% | +13.9% | +10.2% |
| 6M | -6.8% | -9.9% | +3.1% | -6.3% |
| YTD | +8.5% | +14.8% | -6.3% | +18.6% |
| 1Y | -49.7% | +42.1% | -91.8% | -42.2% |
| All | -49.7% | +41.9% | -91.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling