+40.7%
WAT vs TSLQ
-97.9%
+138.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -2.1% |
| 7D | +2.0% | -26.6% | +28.6% | +0.3% |
| 30D | +7.7% | -17.5% | +25.2% | +6.9% |
| 3M | +11.1% | -41.7% | +52.8% | +8.5% |
| 6M | +31.2% | -16.9% | +48.2% | +31.9% |
| YTD | +21.7% | -21.9% | +43.6% | +22.7% |
| 1Y | +19.3% | -32.5% | +51.8% | +19.5% |
| 3Y | +80.6% | -97.2% | +177.8% | +60.2% |
| All | +40.7% | -97.9% | +138.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling