+67.5%
WM vs TSLQ
-97.6%
+165.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.1% | +11.2% | +0.2% |
| 7D | -0.5% | +8.5% | -8.9% | -0.5% |
| 30D | +13.3% | -4.8% | +18.1% | +13.3% |
| 3M | +4.4% | -34.9% | +39.2% | +4.4% |
| 6M | +10.8% | -10.6% | +21.5% | +11.0% |
| YTD | +9.1% | -13.4% | +22.4% | +9.5% |
| 1Y | +19.1% | -25.9% | +45.0% | +19.4% |
| 3Y | +45.7% | -96.9% | +142.6% | +40.1% |
| All | +67.5% | -97.6% | +165.1% | +65.8% |
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