+52.9%
WAT vs TSLQ
-95.9%
+148.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | -2.0% |
| 7D | -0.7% | -8.6% | +7.8% | -1.1% |
| 30D | -1.0% | -24.9% | +23.9% | -2.1% |
| 3M | +10.9% | -1.5% | +12.4% | +11.7% |
| 6M | +33.2% | -18.1% | +51.2% | +33.5% |
| YTD | +6.1% | -0.1% | +6.2% | +7.7% |
| 1Y | +30.2% | -51.4% | +81.6% | +28.2% |
| 3Y | +52.9% | -95.9% | +148.8% | +47.2% |
| All | +52.9% | -95.9% | +148.7% | +47.2% |
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