+27.9%
WMB vs TSLQ
-49.1%
+76.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.1% |
| 7D | -1.7% | +5.7% | -7.3% | -1.7% |
| 30D | +0.7% | -21.1% | +21.8% | +0.8% |
| 3M | +1.5% | -11.5% | +13.0% | +1.4% |
| 6M | +0.1% | -14.9% | +15.0% | +0.3% |
| YTD | +22.9% | +2.4% | +20.5% | +24.2% |
| 1Y | +27.9% | -49.8% | +77.6% | +31.9% |
| All | +27.9% | -49.1% | +76.9% | +31.9% |
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