+371.6%
WPM vs TSLQ
-97.2%
+468.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.0% |
| 7D | -0.6% | -6.6% | +6.0% | -0.9% |
| 30D | +14.4% | -24.3% | +38.7% | +13.1% |
| 3M | +37.0% | -3.6% | +40.6% | +37.8% |
| 6M | +4.1% | -12.0% | +16.1% | +5.1% |
| YTD | +31.7% | +1.4% | +30.3% | +33.6% |
| 1Y | +44.2% | -43.6% | +87.7% | +44.5% |
| 3Y | +265.5% | -95.4% | +360.9% | +250.5% |
| All | +371.6% | -97.2% | +468.8% | +389.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling