+41.9%
SHW vs TSLQ
-97.0%
+138.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | 0.0% |
| 7D | +1.9% | -16.8% | +18.8% | +1.1% |
| 30D | +8.1% | -18.0% | +26.0% | +7.4% |
| 3M | -2.8% | -34.5% | +31.7% | -4.2% |
| 6M | +15.0% | -8.9% | +24.0% | +16.0% |
| YTD | +9.0% | -19.0% | +28.0% | +9.8% |
| 1Y | +4.5% | -38.2% | +42.7% | +4.1% |
| 3Y | +41.9% | -96.9% | +138.8% | +33.6% |
| All | +41.9% | -97.0% | +138.9% | +33.6% |
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 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