+72.8%
IWM vs TSLQ
-97.8%
+170.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | +0.1% |
| 7D | +1.4% | -16.8% | +18.3% | -0.5% |
| 30D | +2.3% | -18.0% | +20.2% | +0.8% |
| 3M | -8.3% | -34.5% | +26.2% | -11.3% |
| 6M | -1.3% | -8.9% | +7.6% | +0.8% |
| YTD | +13.5% | -19.0% | +32.5% | +16.0% |
| 1Y | +18.4% | -38.2% | +56.6% | +17.9% |
| 3Y | +69.6% | -96.9% | +166.5% | +41.9% |
| All | +72.8% | -97.8% | +170.6% | +54.3% |
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