+25.6%
SW vs TSLQ
-32.4%
+58.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.5% |
| 7D | -2.9% | -16.8% | +13.9% | -4.6% |
| 30D | +5.0% | -18.0% | +23.0% | +3.4% |
| 3M | -13.7% | -34.5% | +20.8% | -16.7% |
| 6M | +8.0% | -8.9% | +16.9% | +11.4% |
| YTD | +14.0% | -19.0% | +33.0% | +16.0% |
| 1Y | +25.6% | -38.2% | +63.8% | +24.1% |
| All | +25.6% | -32.4% | +58.0% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling