-18.3%
WDAY vs TSLQ
-49.1%
+30.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.4% |
| 7D | -10.5% | +5.7% | -16.2% | -10.3% |
| 30D | +2.1% | -21.1% | +23.2% | +1.6% |
| 3M | +34.6% | -11.5% | +46.2% | +34.2% |
| 6M | +29.9% | -14.9% | +44.8% | +28.1% |
| YTD | -13.8% | +2.4% | -16.2% | -13.7% |
| All | -18.3% | -49.1% | +30.8% | -18.9% |
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