+71.1%
IWD vs TSLQ
-95.6%
+166.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -1.3% |
| 7D | -0.2% | -8.6% | +8.4% | -0.6% |
| 30D | -0.8% | -24.9% | +24.1% | -2.1% |
| 3M | +8.0% | -1.5% | +9.6% | +8.9% |
| 6M | +18.2% | -18.1% | +36.3% | +18.6% |
| YTD | +22.3% | -0.1% | +22.4% | +24.5% |
| 1Y | +28.9% | -51.4% | +80.3% | +26.9% |
| All | +71.1% | -95.6% | +166.8% | +64.2% |
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