+61.7%
SW vs TSLQ
-97.8%
+159.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.0% | -1.3% |
| 7D | -2.6% | -7.3% | +4.7% | -3.0% |
| 30D | +7.2% | -13.2% | +20.4% | +6.3% |
| 3M | -10.5% | -37.6% | +27.2% | -13.7% |
| 6M | +9.9% | -9.3% | +19.2% | +12.0% |
| YTD | +17.2% | -19.1% | +36.3% | +19.6% |
| 1Y | +26.5% | -27.2% | +53.7% | +28.3% |
| 3Y | +47.7% | -97.1% | +144.7% | +28.1% |
| All | +61.7% | -97.8% | +159.5% | +56.6% |
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 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