-97.2%
TSLQ vs WY
-22.8%
-74.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.5% | -9.0% |
| 7D | -8.6% | -2.1% | -6.5% | -10.1% |
| 30D | -24.9% | -10.5% | -14.4% | -30.7% |
| 3M | -1.5% | -4.9% | +3.3% | -5.4% |
| 6M | -18.1% | -4.9% | -13.1% | -20.9% |
| YTD | -0.1% | -1.7% | +1.6% | -0.2% |
| 1Y | -51.4% | -9.4% | -42.0% | -55.8% |
| 3Y | -95.9% | -22.3% | -73.6% | -96.1% |
| All | -97.2% | -22.8% | -74.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling