+417.4%
WDC vs TSLQ
-50.5%
+467.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.0% | -6.1% | +8.9% |
| 7D | +1.7% | -5.8% | +7.5% | +0.1% |
| 30D | -10.0% | -22.1% | +12.1% | -15.8% |
| 3M | -18.8% | +10.1% | -28.8% | -11.4% |
| 6M | +79.0% | -6.8% | +85.8% | +93.1% |
| YTD | +171.6% | +8.5% | +163.0% | +201.6% |
| 1Y | +417.4% | -49.7% | +467.1% | +439.3% |
| All | +417.4% | -50.5% | +467.9% | +439.3% |
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 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