+22.2%
WAT vs TSLQ
-97.2%
+119.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.6% |
| 7D | -2.9% | +5.7% | -8.6% | -2.5% |
| 30D | -3.2% | -21.1% | +17.9% | -4.2% |
| 3M | +10.6% | -11.5% | +22.1% | +10.8% |
| 6M | +34.0% | -14.9% | +49.0% | +34.8% |
| YTD | +5.7% | +2.4% | +3.3% | +7.8% |
| 1Y | +37.1% | -49.8% | +86.8% | +34.7% |
| 3Y | +52.4% | -95.8% | +148.2% | +39.2% |
| All | +22.2% | -97.2% | +119.4% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling