+12.1%
ACWI vs TSLQ
-22.4%
+34.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.1% | +13.7% | +1.5% |
| 7D | +0.3% | +8.5% | -8.2% | +1.5% |
| 30D | -2.8% | -4.8% | +2.0% | -2.7% |
| 3M | -3.2% | -34.9% | +31.7% | -5.9% |
| 6M | +1.3% | -10.6% | +11.9% | +3.1% |
| YTD | +11.2% | -13.4% | +24.6% | +12.9% |
| All | +12.1% | -22.4% | +34.5% | +13.5% |
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 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