+43.3%
WAT vs TSLQ
-97.8%
+141.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -1.3% |
| 7D | +0.7% | -7.3% | +8.0% | +0.5% |
| 30D | +9.0% | -13.2% | +22.2% | +8.5% |
| 3M | +13.5% | -37.6% | +51.1% | +11.3% |
| 6M | +35.3% | -9.3% | +44.6% | +36.7% |
| YTD | +24.0% | -19.1% | +43.0% | +25.3% |
| 1Y | +22.0% | -27.2% | +49.1% | +22.7% |
| 3Y | +84.0% | -97.1% | +181.1% | +63.5% |
| All | +43.3% | -97.8% | +141.1% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling