+72.8%
WM vs TSLQ
-97.9%
+170.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.6% |
| 7D | +1.2% | -26.6% | +27.7% | +1.2% |
| 30D | +15.2% | -17.5% | +32.7% | +15.3% |
| 3M | +8.3% | -41.7% | +50.0% | +8.3% |
| 6M | +13.1% | -16.9% | +30.1% | +13.4% |
| YTD | +12.5% | -21.9% | +34.4% | +12.9% |
| 1Y | +21.8% | -32.5% | +54.3% | +22.1% |
| 3Y | +48.8% | -97.2% | +145.9% | +43.2% |
| All | +72.8% | -97.9% | +170.6% | +71.1% |
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 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