-97.1%
TSLQ vs WWD
+285.9%
-383.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +1.3% |
| 7D | +5.7% | -2.9% | +8.5% | +3.3% |
| 30D | -21.1% | -6.6% | -14.5% | -24.8% |
| 3M | -11.5% | -9.3% | -2.2% | -16.7% |
| 6M | -14.9% | -13.6% | -1.3% | -20.4% |
| YTD | +2.4% | +10.4% | -7.9% | +17.3% |
| 1Y | -49.8% | +39.9% | -89.7% | -28.5% |
| 3Y | -95.8% | +165.0% | -260.9% | -89.3% |
| All | -97.1% | +285.9% | -383.0% | -91.5% |
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