+20.3%
SHW vs TSLQ
-95.6%
+116.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -3.2% | -8.0% | +4.8% | -3.5% |
| 30D | -11.4% | -23.8% | +12.4% | -12.4% |
| 3M | +3.5% | -7.0% | +10.5% | +3.9% |
| 6M | -3.4% | -17.1% | +13.8% | -3.0% |
| YTD | -0.3% | +0.1% | -0.4% | +1.2% |
| 1Y | -10.4% | -51.2% | +40.8% | -12.0% |
| All | +20.3% | -95.6% | +116.0% | +22.0% |
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 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