+197.5%
EWT vs TSLQ
-95.6%
+293.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.7% |
| 7D | -1.1% | -6.6% | +5.5% | -1.8% |
| 30D | +4.5% | -24.3% | +28.8% | +1.9% |
| 3M | +8.3% | -3.6% | +11.9% | +9.8% |
| 6M | +54.2% | -12.0% | +66.2% | +57.2% |
| YTD | +74.6% | +1.4% | +73.2% | +80.9% |
| 1Y | +84.9% | -43.6% | +128.5% | +84.8% |
| 3Y | +197.5% | -95.4% | +292.9% | +175.8% |
| All | +197.5% | -95.6% | +293.1% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling