+21.3%
WAT vs TSLQ
-32.4%
+53.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.2% | -0.2% |
| 7D | +0.6% | -16.8% | +17.4% | -0.3% |
| 30D | +5.4% | -18.0% | +23.4% | +4.8% |
| 3M | +11.3% | -34.5% | +45.8% | +10.0% |
| 6M | +37.4% | -8.9% | +46.3% | +38.3% |
| YTD | +21.2% | -19.0% | +40.2% | +20.6% |
| 1Y | +21.3% | -38.2% | +59.6% | +21.0% |
| All | +21.3% | -32.4% | +53.7% | +21.0% |
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