+48.7%
WM vs TSLQ
-97.0%
+145.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.9% | -0.1% |
| 7D | +3.2% | -16.8% | +20.0% | +3.3% |
| 30D | +13.0% | -18.0% | +31.0% | +13.1% |
| 3M | +9.2% | -34.5% | +43.7% | +9.4% |
| 6M | +13.6% | -8.9% | +22.6% | +13.9% |
| YTD | +12.4% | -19.0% | +31.4% | +12.7% |
| 1Y | +21.2% | -38.2% | +59.4% | +21.4% |
| 3Y | +48.7% | -96.9% | +145.6% | +44.1% |
| All | +48.7% | -97.0% | +145.7% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling