+165.6%
WMB vs TSLQ
-97.8%
+263.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.3% |
| 7D | +7.8% | -16.8% | +24.7% | +6.9% |
| 30D | -5.1% | -18.0% | +12.9% | -5.6% |
| 3M | -4.7% | -34.5% | +29.8% | -6.0% |
| 6M | -7.4% | -8.9% | +1.5% | -6.4% |
| YTD | +17.5% | -19.0% | +36.5% | +18.7% |
| 1Y | +19.5% | -38.2% | +57.7% | +19.1% |
| 3Y | +121.3% | -96.9% | +218.2% | +100.5% |
| All | +165.6% | -97.8% | +263.4% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling