+13.3%
CDW vs TSLQ
-97.6%
+110.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.8% |
| 7D | +13.1% | +4.7% | +8.4% | +13.9% |
| 30D | +19.1% | -5.6% | +24.7% | +19.1% |
| 3M | +24.7% | -34.6% | +59.3% | +21.7% |
| 6M | +63.4% | -11.4% | +74.7% | +65.5% |
| YTD | +26.3% | -14.1% | +40.4% | +28.9% |
| 1Y | +20.6% | -20.7% | +41.3% | +22.6% |
| 3Y | -16.3% | -96.9% | +80.6% | -28.2% |
| All | +13.3% | -97.6% | +110.9% | +1.9% |
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 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