+1,279.2%
WDC vs TSLQ
-97.3%
+1,376.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.0% | +10.1% | +0.8% |
| 7D | +6.0% | -8.6% | +14.6% | +4.5% |
| 30D | +9.9% | -24.9% | +34.8% | +5.2% |
| 3M | -9.4% | -1.5% | -7.9% | -6.3% |
| 6M | +94.7% | -18.1% | +112.8% | +100.2% |
| YTD | +177.4% | -0.1% | +177.5% | +194.8% |
| 1Y | +412.6% | -51.4% | +464.0% | +406.7% |
| 3Y | +1,359.8% | -95.9% | +1,455.7% | +1,145.9% |
| All | +1,279.2% | -97.3% | +1,376.4% | +1,067.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling