+23.7%
WMB vs TSLQ
-17.8%
+41.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.4% | -12.8% | -6.3% |
| 7D | -8.6% | +9.8% | -18.5% | -8.6% |
| 30D | -4.2% | -6.0% | +1.9% | -4.1% |
| 3M | -4.4% | -35.0% | +30.6% | -4.1% |
| 6M | -8.7% | -24.9% | +16.3% | -8.6% |
| YTD | +15.4% | -12.7% | +28.0% | +17.3% |
| 1Y | +23.7% | -21.0% | +44.7% | +25.1% |
| All | +23.7% | -17.8% | +41.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling