+91.6%
IWD vs TSLQ
-97.2%
+188.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.1% |
| 7D | -2.3% | +5.7% | -8.0% | -1.9% |
| 30D | -1.8% | -21.1% | +19.3% | -2.9% |
| 3M | +8.0% | -11.5% | +19.5% | +8.2% |
| 6M | +17.0% | -14.9% | +31.9% | +17.7% |
| YTD | +21.3% | +2.4% | +18.9% | +23.8% |
| 1Y | +27.9% | -49.8% | +77.7% | +25.9% |
| 3Y | +70.1% | -95.8% | +165.9% | +55.9% |
| All | +91.6% | -97.2% | +188.8% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling