+577.1%
HWM vs TSLQ
-97.8%
+674.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -0.6% |
| 7D | +7.3% | -16.8% | +24.1% | +5.4% |
| 30D | +1.6% | -18.0% | +19.5% | +0.4% |
| 3M | -21.9% | -34.5% | +12.6% | -24.3% |
| 6M | -19.0% | -8.9% | -10.1% | -17.4% |
| YTD | +7.9% | -19.0% | +26.9% | +10.2% |
| 1Y | +9.9% | -38.2% | +48.1% | +9.4% |
| 3Y | +342.1% | -96.9% | +439.1% | +274.9% |
| All | +577.1% | -97.8% | +674.9% | +514.8% |
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 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