-97.2%
TSLQ vs WWD
+291.6%
-388.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | -0.2% |
| 7D | -8.0% | +0.6% | -8.6% | -7.6% |
| 30D | -23.8% | -5.1% | -18.7% | -26.5% |
| 3M | -7.0% | -11.2% | +4.2% | -13.8% |
| 6M | -17.1% | -12.0% | -5.1% | -21.4% |
| YTD | +0.1% | +12.0% | -11.9% | +15.8% |
| 1Y | -51.2% | +42.8% | -94.0% | -29.4% |
| 3Y | -95.9% | +168.9% | -264.9% | -89.4% |
| All | -97.2% | +291.6% | -388.8% | -91.6% |
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