+4.2%
ITW vs TSLQ
-50.5%
+54.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | -0.5% |
| 7D | -3.6% | -5.8% | +2.2% | -3.6% |
| 30D | -9.1% | -22.1% | +12.9% | -9.2% |
| 3M | +8.2% | +10.1% | -1.8% | +8.6% |
| 6M | -4.8% | -6.8% | +2.0% | -4.4% |
| YTD | +11.0% | +8.5% | +2.5% | +11.3% |
| 1Y | +4.2% | -49.7% | +54.0% | +4.6% |
| All | +4.2% | -50.5% | +54.7% | +4.6% |
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