+24.3%
HWM vs TSLQ
-49.1%
+73.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.9% |
| 7D | -12.5% | +5.7% | -18.2% | -12.1% |
| 30D | -19.0% | -21.1% | +2.1% | -20.3% |
| 3M | -8.6% | -11.5% | +2.9% | -8.5% |
| 6M | -10.2% | -14.9% | +4.8% | -9.2% |
| YTD | +11.3% | +2.4% | +8.9% | +14.5% |
| 1Y | +24.3% | -49.8% | +74.0% | +25.8% |
| All | +24.3% | -49.1% | +73.3% | +25.8% |
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 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