+374.6%
WPM vs TSLQ
-97.3%
+471.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.0% | +8.0% | -0.4% |
| 7D | +7.0% | -8.6% | +15.6% | +6.6% |
| 30D | +15.7% | -24.9% | +40.6% | +14.4% |
| 3M | +35.2% | -1.5% | +36.7% | +36.3% |
| 6M | +6.1% | -18.1% | +24.2% | +6.8% |
| YTD | +32.6% | -0.1% | +32.7% | +34.3% |
| 1Y | +46.9% | -51.4% | +98.3% | +46.6% |
| 3Y | +276.3% | -95.9% | +372.2% | +258.8% |
| All | +374.6% | -97.3% | +471.9% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling