+770.0%
WDC vs TSLQ
-97.0%
+867.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.7% | -8.7% | -4.3% |
| 7D | +12.1% | -16.8% | +28.9% | +9.0% |
| 30D | -18.8% | -18.0% | -0.8% | -19.6% |
| 3M | -39.3% | -34.5% | -4.8% | -41.8% |
| 6M | -40.1% | -8.9% | -31.2% | -37.2% |
| YTD | +71.8% | -19.0% | +90.8% | +80.1% |
| 1Y | +88.5% | -38.2% | +126.7% | +91.8% |
| 3Y | +770.0% | -96.9% | +866.9% | +675.2% |
| All | +770.0% | -97.0% | +867.0% | +675.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling