+106.9%
ACWI vs TSLQ
-97.3%
+204.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| YTD | +13.9% | +0.1% | +13.9% | +17.1% |
| 1Y | +20.5% | -51.2% | +71.7% | +18.1% |
| 3Y | +76.5% | -95.9% | +172.4% | +57.7% |
| All | +106.9% | -97.3% | +204.1% | +90.7% |
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