+66.0%
IWM vs TSLQ
-95.9%
+161.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -1.2% |
| 7D | +1.4% | -8.6% | +10.0% | +0.7% |
| 30D | -2.3% | -24.9% | +22.6% | -4.6% |
| 3M | +4.0% | -1.5% | +5.5% | +5.5% |
| 6M | +17.9% | -18.1% | +36.0% | +18.8% |
| YTD | +20.2% | -0.1% | +20.3% | +24.1% |
| 1Y | +25.0% | -51.4% | +76.3% | +22.0% |
| 3Y | +66.0% | -95.9% | +161.9% | +49.7% |
| All | +66.0% | -95.9% | +161.9% | +49.7% |
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 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