+96.8%
ACWI vs TSLQ
-97.3%
+194.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | -0.8% |
| 7D | -2.4% | +19.7% | -22.0% | -0.5% |
| 30D | -5.2% | +4.1% | -9.3% | -4.4% |
| 3M | -4.8% | -30.9% | +26.0% | -6.9% |
| 6M | -1.3% | -13.6% | +12.3% | -0.1% |
| YTD | +8.4% | -2.6% | +11.0% | +11.9% |
| 1Y | +11.0% | -10.4% | +21.5% | +14.3% |
| 3Y | +70.6% | -96.4% | +166.9% | +50.3% |
| All | +96.8% | -97.3% | +194.1% | +82.2% |
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 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