+159.6%
WFC vs TSLQ
-97.2%
+256.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +0.8% |
| 7D | +0.4% | -6.6% | +7.0% | -0.2% |
| 30D | +1.5% | -24.3% | +25.8% | -0.7% |
| 3M | +10.2% | -3.6% | +13.8% | +11.3% |
| 6M | +18.8% | -12.0% | +30.7% | +19.9% |
| YTD | -1.5% | +1.4% | -2.9% | +1.4% |
| 1Y | +13.5% | -43.6% | +57.1% | +11.4% |
| 3Y | +135.0% | -95.4% | +230.4% | +108.8% |
| All | +159.6% | -97.2% | +256.9% | +133.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling