-97.8%
TSLQ vs WWD
+284.9%
-382.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -5.0% |
| 7D | -26.6% | +8.2% | -34.7% | -21.5% |
| 30D | -17.5% | -0.2% | -17.3% | -15.8% |
| 3M | -41.7% | -8.4% | -33.3% | -43.8% |
| 6M | -16.9% | -9.5% | -7.4% | -19.2% |
| YTD | -21.9% | +10.1% | -32.0% | -8.4% |
| 1Y | -32.5% | +21.6% | -54.1% | -13.4% |
| 3Y | -97.2% | +149.6% | -246.7% | -92.7% |
| All | -97.8% | +284.9% | -382.7% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling