-3.4%
CDW vs TSLQ
-97.3%
+93.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.0% | +2.8% | -5.9% |
| 7D | -3.9% | -8.6% | +4.7% | -4.5% |
| 30D | +6.9% | -24.9% | +31.8% | +4.9% |
| 3M | +7.7% | -1.5% | +9.2% | +9.2% |
| 6M | +18.3% | -18.1% | +36.4% | +18.7% |
| YTD | +7.8% | -0.1% | +7.9% | +10.7% |
| 1Y | -12.2% | -51.4% | +39.2% | -14.5% |
| 3Y | -28.9% | -95.9% | +67.0% | -37.3% |
| All | -3.4% | -97.3% | +93.9% | -12.5% |
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 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