+44.7%
HWM vs TSLQ
-50.5%
+95.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.0% | -12.5% | +0.4% |
| 7D | -2.1% | -5.8% | +3.7% | -2.5% |
| 30D | -11.0% | -22.1% | +11.1% | -12.6% |
| 3M | +4.0% | +10.1% | -6.0% | +6.6% |
| 6M | -0.2% | -6.8% | +6.5% | +1.5% |
| YTD | +26.7% | +8.5% | +18.1% | +30.6% |
| 1Y | +44.7% | -49.7% | +94.4% | +48.3% |
| All | +44.7% | -50.5% | +95.2% | +48.3% |
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