+75.9%
CDW vs TSLQ
-14.0%
+89.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | -0.4% |
| 7D | +9.1% | -26.6% | +35.7% | +6.8% |
| 30D | +13.7% | -17.5% | +31.2% | +12.5% |
| 3M | +27.0% | -41.7% | +68.7% | +24.0% |
| 6M | +75.9% | -16.9% | +92.8% | +76.0% |
| All | +75.9% | -14.0% | +89.9% | +76.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling