-95.5%
TSLQ vs WWD
+167.9%
-263.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | -0.3% |
| 7D | -8.0% | +0.6% | -8.6% | -7.5% |
| 30D | -23.8% | -5.1% | -18.7% | -27.1% |
| 3M | -7.0% | -11.2% | +4.2% | -15.2% |
| 6M | -17.1% | -12.0% | -5.1% | -22.6% |
| YTD | +0.1% | +12.0% | -11.9% | +20.7% |
| 1Y | -51.2% | +42.8% | -94.0% | -20.5% |
| All | -95.5% | +167.9% | -263.4% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling