+94.8%
IWD vs TSLQ
-97.0%
+191.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.0% | -12.7% | +0.1% |
| 7D | -0.3% | -5.8% | +5.5% | -0.5% |
| 30D | +0.6% | -22.1% | +22.7% | -0.7% |
| 3M | +7.2% | +10.1% | -2.8% | +9.0% |
| 6M | +16.2% | -6.8% | +23.0% | +17.6% |
| YTD | +23.3% | +8.5% | +14.8% | +26.4% |
| 1Y | +29.6% | -49.7% | +79.3% | +27.5% |
| 3Y | +70.5% | -95.6% | +166.1% | +56.5% |
| All | +94.8% | -97.0% | +191.8% | +85.7% |
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 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