+80.5%
IWM vs TSLQ
-97.3%
+177.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.3% |
| 7D | -1.1% | -8.0% | +6.9% | -1.9% |
| 30D | -3.1% | -23.8% | +20.7% | -5.5% |
| 3M | +2.2% | -7.0% | +9.2% | +3.2% |
| 6M | +15.1% | -17.1% | +32.2% | +16.2% |
| YTD | +18.6% | +0.1% | +18.5% | +22.8% |
| 1Y | +24.0% | -51.2% | +75.2% | +20.6% |
| 3Y | +63.7% | -95.9% | +159.6% | +41.4% |
| All | +80.5% | -97.3% | +177.7% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling