+37.5%
SHW vs TSLQ
-97.2%
+134.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.8% |
| 7D | -3.1% | -6.6% | +3.5% | -3.5% |
| 30D | -10.0% | -24.3% | +14.3% | -11.3% |
| 3M | +2.3% | -3.6% | +5.9% | +3.0% |
| 6M | +0.7% | -12.0% | +12.6% | +1.5% |
| YTD | +0.5% | +1.4% | -0.9% | +2.5% |
| 1Y | -11.5% | -43.6% | +32.1% | -12.5% |
| 3Y | +21.3% | -95.4% | +116.7% | +11.3% |
| All | +37.5% | -97.2% | +134.8% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling