+67.2%
WM vs TSLQ
-97.3%
+164.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.4% | +6.3% | -2.1% |
| 7D | +1.2% | +19.7% | -18.5% | +1.2% |
| 30D | +13.1% | +4.1% | +9.0% | +13.1% |
| 3M | +3.6% | -30.9% | +34.5% | +3.6% |
| 6M | +8.1% | -13.6% | +21.7% | +8.0% |
| YTD | +8.9% | -2.6% | +11.5% | +9.3% |
| 1Y | +20.3% | -10.4% | +30.8% | +20.7% |
| 3Y | +46.2% | -96.4% | +142.5% | +40.8% |
| All | +67.2% | -97.3% | +164.6% | +65.5% |
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