+27.3%
WAT vs TSLQ
-17.8%
+45.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | +1.9% |
| 7D | -1.9% | +9.8% | -11.8% | -1.5% |
| 30D | +6.2% | -6.0% | +12.3% | +6.1% |
| 3M | +18.1% | -35.0% | +53.1% | +16.5% |
| 6M | +54.9% | -24.9% | +79.8% | +54.1% |
| YTD | +23.1% | -12.7% | +35.8% | +23.6% |
| 1Y | +27.3% | -21.0% | +48.3% | +27.5% |
| All | +27.3% | -17.8% | +45.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling