+20.5%
ACWI vs TSLQ
-50.7%
+71.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | 0.0% | -8.0% | +8.0% | -0.6% |
| 30D | -0.6% | -23.8% | +23.2% | -2.6% |
| 3M | +4.3% | -7.0% | +11.3% | +5.1% |
| 6M | +12.7% | -17.1% | +29.8% | +13.5% |
| YTD | +13.9% | +0.1% | +13.9% | +16.5% |
| 1Y | +20.5% | -51.2% | +71.7% | +20.9% |
| All | +20.5% | -50.7% | +71.2% | +20.9% |
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