-33.2%
KWEB vs TSLQ
-0.4%
-32.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +21.8% | -19.9% | +3.2% |
| 7D | +8.6% | +32.9% | -24.3% | +10.8% |
| 30D | +0.9% | +15.4% | -14.5% | +2.0% |
| 3M | -13.2% | -23.7% | +10.4% | -15.0% |
| 6M | -13.2% | -10.1% | -3.1% | -12.3% |
| YTD | -27.3% | +6.3% | -33.6% | -24.7% |
| 1Y | -33.2% | +4.6% | -37.8% | -30.6% |
| All | -33.2% | -0.4% | -32.9% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling