-97.2%
TSLQ vs WWD
+291.1%
-388.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | 0.0% |
| 7D | -6.6% | -2.6% | -4.0% | -8.4% |
| 30D | -24.3% | -6.9% | -17.4% | -28.0% |
| 3M | -3.6% | -13.0% | +9.4% | -12.6% |
| 6M | -12.0% | -12.5% | +0.5% | -16.8% |
| YTD | +1.4% | +11.8% | -10.5% | +17.3% |
| 1Y | -43.6% | +41.1% | -84.6% | -19.2% |
| 3Y | -95.4% | +163.1% | -258.5% | -88.2% |
| All | -97.2% | +291.1% | -388.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling