+362.0%
WPM vs TSLQ
-97.2%
+459.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.6% |
| 7D | -3.6% | +5.7% | -9.3% | -3.3% |
| 30D | +12.5% | -21.1% | +33.6% | +11.4% |
| 3M | +40.6% | -11.5% | +52.1% | +41.0% |
| 6M | +0.5% | -14.9% | +15.5% | +1.4% |
| YTD | +29.0% | +2.4% | +26.6% | +31.0% |
| 1Y | +43.8% | -49.8% | +93.6% | +43.7% |
| 3Y | +266.3% | -95.8% | +362.1% | +249.8% |
| All | +362.0% | -97.2% | +459.2% | +379.5% |
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 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