+389.9%
HWM vs TSLQ
-95.9%
+485.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -8.0% | -2.7% | -11.5% |
| 7D | -9.2% | -8.6% | -0.6% | -9.9% |
| 30D | -17.9% | -24.9% | +7.0% | -20.0% |
| 3M | -6.0% | -1.5% | -4.5% | -4.8% |
| 6M | -7.4% | -18.1% | +10.7% | -6.8% |
| YTD | +13.1% | -0.1% | +13.2% | +16.8% |
| 1Y | +29.3% | -51.4% | +80.7% | +25.6% |
| 3Y | +389.9% | -95.9% | +485.8% | +329.7% |
| All | +389.9% | -95.9% | +485.8% | +329.7% |
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