+55.2%
EWT vs TSLQ
-17.8%
+73.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -0.1% |
| 7D | -10.9% | +9.8% | -20.7% | -9.3% |
| 30D | -17.7% | -6.0% | -11.7% | -18.2% |
| 3M | -5.0% | -35.0% | +30.0% | -10.8% |
| 6M | +7.4% | -24.9% | +32.3% | +7.9% |
| YTD | +52.8% | -12.7% | +65.5% | +56.9% |
| 1Y | +55.2% | -21.0% | +76.2% | +58.4% |
| All | +55.2% | -17.8% | +73.0% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling