+1,192.2%
WDC vs TSLQ
-97.2%
+1,289.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.2% |
| 7D | -4.3% | -6.6% | +2.3% | -5.3% |
| 30D | -1.5% | -24.3% | +22.8% | -5.6% |
| 3M | -15.5% | -3.6% | -11.9% | -13.2% |
| 6M | +66.5% | -12.0% | +78.4% | +72.9% |
| YTD | +159.9% | +1.4% | +158.5% | +176.9% |
| 1Y | +366.0% | -43.6% | +409.5% | +369.9% |
| 3Y | +1,285.8% | -95.4% | +1,381.2% | +1,114.5% |
| All | +1,192.2% | -97.2% | +1,289.4% | +996.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling