+1,231.9%
WDC vs TSLQ
-97.2%
+1,329.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.0% |
| 7D | +4.4% | +5.7% | -1.3% | +5.5% |
| 30D | +5.3% | -21.1% | +26.4% | +1.6% |
| 3M | -5.9% | -11.5% | +5.6% | -4.5% |
| 6M | +73.2% | -14.9% | +88.2% | +79.2% |
| YTD | +167.8% | +2.4% | +165.4% | +185.9% |
| 1Y | +386.0% | -49.8% | +435.8% | +383.0% |
| 3Y | +1,309.7% | -95.8% | +1,405.5% | +1,108.5% |
| All | +1,231.9% | -97.2% | +1,329.1% | +1,032.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling