-97.7%
TSLQ vs WWD
+282.5%
-380.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +3.3% |
| 7D | -16.8% | +4.0% | -20.8% | -13.9% |
| 30D | -18.0% | +0.4% | -18.4% | -15.9% |
| 3M | -34.5% | -7.9% | -26.6% | -36.5% |
| 6M | -8.9% | -10.6% | +1.7% | -12.2% |
| YTD | -19.0% | +9.4% | -28.4% | -5.4% |
| 1Y | -38.2% | +25.7% | -64.0% | -18.6% |
| 3Y | -96.9% | +148.5% | -245.5% | -92.2% |
| All | -97.7% | +282.5% | -380.3% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling