+38.7%
SHW vs TSLQ
-97.3%
+136.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -2.8% |
| 7D | -1.2% | -8.6% | +7.4% | -1.6% |
| 30D | -11.6% | -24.9% | +13.3% | -12.9% |
| 3M | +9.1% | -1.5% | +10.6% | +10.1% |
| 6M | -0.7% | -18.1% | +17.4% | -0.3% |
| YTD | +1.4% | -0.1% | +1.5% | +3.3% |
| 1Y | -12.3% | -51.4% | +39.1% | -14.1% |
| 3Y | +23.4% | -95.9% | +119.3% | +11.4% |
| All | +38.7% | -97.3% | +136.0% | +28.9% |
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