+104.8%
WBD vs TSLQ
-97.3%
+202.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.7% | -8.0% | +6.3% | -2.8% |
| 30D | +3.9% | -23.8% | +27.7% | +0.1% |
| 3M | +5.1% | -7.0% | +12.1% | +6.3% |
| 6M | +0.6% | -17.1% | +17.7% | +1.3% |
| YTD | -3.2% | +0.1% | -3.2% | +1.7% |
| 1Y | +127.7% | -51.2% | +178.8% | +116.0% |
| 3Y | +146.6% | -95.9% | +242.5% | +95.4% |
| All | +104.8% | -97.3% | +202.0% | +54.5% |
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