+191.4%
GWW vs TSLQ
-97.3%
+288.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | -8.0% | +7.5% | -0.8% |
| 30D | -1.4% | -23.8% | +22.3% | -2.6% |
| 3M | -3.6% | -7.0% | +3.4% | -3.2% |
| 6M | +15.1% | -17.1% | +32.2% | +15.5% |
| YTD | +27.5% | +0.1% | +27.4% | +29.6% |
| 1Y | +29.6% | -51.2% | +80.8% | +27.5% |
| 3Y | +90.1% | -95.9% | +186.0% | +75.2% |
| All | +191.4% | -97.3% | +288.7% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling