-97.2%
TSLQ vs WY
-25.0%
-72.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.8% |
| 7D | -6.6% | -4.2% | -2.4% | -9.5% |
| 30D | -24.3% | -10.1% | -14.2% | -29.9% |
| 3M | -3.6% | -8.5% | +4.9% | -10.1% |
| 6M | -12.0% | -3.3% | -8.6% | -13.4% |
| YTD | +1.4% | -4.4% | +5.8% | -0.7% |
| 1Y | -43.6% | -11.5% | -32.1% | -49.7% |
| 3Y | -95.4% | -24.3% | -71.1% | -95.7% |
| All | -97.2% | -25.0% | -72.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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