-49.8%
TSLQ vs WWD
+40.3%
-90.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +1.7% |
| 7D | +5.7% | -2.9% | +8.5% | +4.2% |
| 30D | -21.1% | -6.6% | -14.5% | -23.3% |
| 3M | -11.5% | -9.3% | -2.2% | -13.9% |
| 6M | -14.9% | -13.6% | -1.3% | -16.2% |
| YTD | +2.4% | +10.4% | -7.9% | +10.2% |
| 1Y | -49.8% | +39.9% | -89.7% | -42.2% |
| All | -49.8% | +40.3% | -90.1% | -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