+165.1%
WAB vs TSLQ
-95.6%
+260.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.2% | -8.0% | +8.2% | -0.4% |
| 30D | -4.6% | -23.8% | +19.2% | -6.4% |
| 3M | +5.6% | -7.0% | +12.7% | +6.4% |
| 6M | +13.8% | -17.1% | +30.9% | +14.5% |
| YTD | +31.9% | +0.1% | +31.8% | +35.6% |
| 1Y | +48.3% | -51.2% | +99.4% | +44.1% |
| All | +165.1% | -95.6% | +260.8% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling